On Chinese stock markets: how have they evolved over time? (Q1621929): Difference between revisions

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+Financial risk management with Bayesian estimation of GARCH models. Theory and applica\-tions.
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+Modeling the dynamics of interest rate volatility with skewed fat-tailed distributions
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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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+Portfolio value-at-risk estimation in energy futures markets with time-varying copula-GARCH model
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+Conditional Heteroskedasticity in Asset Returns: A New Approach
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+Quadratic ARCH Models
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+Threshold heteroskedastic models
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