Temporal aggregation of equity return time-series models (Q929677): Difference between revisions

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+Kurtosis of GARCH and stochastic volatility models with non-normal innovations
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+Generalized autoregressive conditional heteroscedasticity
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+Temporal Aggregation of Garch Processes
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+Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
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+Implications of seeing economic variables through an aggregation window
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+A Regime-Switching Model of Long-Term Stock Returns
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+Temporal aggregation of volatility models
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+Parameterizations and modes of stable distributions
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+Moments of Markov switching models
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