Asymptotic theory for fractionally integrated asymmetric power ARCH models (Q452996): Difference between revisions

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+GARCH processes: structure and estimation
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+Normal rank
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+The efficiency of the estimators of the parameters in GARCH processes.
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+Fractionally integrated generalized autoregressive conditional heteroskedasticity
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+Modeling and pricing long memory in stock market volatility
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+On the existence of some ARCH\((\infty)\)processes
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+Estimating Long Memory in Volatility
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+Normal rank
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+Pseudo-maximum likelihood estimation of \(\text{ARCH}(\infty)\) models
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