BL-GARCH models with elliptical distributed innovations (Q3589975): Difference between revisions

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+Generalized autoregressive conditional heteroscedasticity
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+Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
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+ARCH models and financial applications
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+Conditional Heteroskedasticity in Asset Returns: A New Approach
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+DIFFERENT REPRESENTATIONS FOR BILINEAR MODELS
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+AUTOMATED INFERENCE AND LEARNING IN MODELING FINANCIAL VOLATILITY
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+Fat tails and asymmetry in financial volatility models.
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+Stationarity of GARCH processes and of some nonnegative time series
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+Stationarity and the existence of moments of a family of GARCH processes.
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+Quasi-maximum likelihood estimation and inference in dynamic models with time-varying covariances
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+Likelihood inference in BL-GARCH models
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+Distributions Generated by Perturbation of Symmetry with Emphasis on a Multivariate Skew<i>t</i>-Distribution
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+A Skew Extension of the <i>T</i>-Distribution, with Applications
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+Publication:3589975