On periodic EGARCH models (Q5867420): Difference between revisions

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+PARAMETER ESTIMATION FOR PERIODIC ARMA MODELS
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+Large Sample Properties of Parameter Estimates for Periodic ARMA Models
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+ON THE INVERTIBILITY OF PERIODIC MOVING-AVERAGE MODELS
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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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+Periodic Time Series Models
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+Periodically and Almost-Periodically Correlated Random Processes with a Continuous Time Parameter
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+Conditional Heteroskedasticity in Asset Returns: A New Approach
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+On periodic and multiple autoregressions
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+Q3876877
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+On a Mixture Autoregressive Conditional Heteroscedastic Model
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