Nonstationary nonlinear heteroskedasticity. (Q1858976): Difference between revisions

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+Generalized autoregressive conditional heteroscedasticity
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+Q3997507
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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
@@ Property / cites work: ARCH models and financial applications / rank @@
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+Regression with Nonstationary Volatility
@@ Property / cites work: Regression with Nonstationary Volatility / rank @@
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+FOURTH MOMENT STRUCTURE OF THE GARCH(<i>p</i>,<i>q</i>) PROCESS
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+Properties of moments of a family of GARCH processes
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+ARCH models as diffusion approximations
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+ASYMPTOTICS FOR NONLINEAR TRANSFORMATIONS OF INTEGRATED  TIME SERIES
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+Nonlinear Regressions with Integrated Time Series
@@ Property / cites work: Nonlinear Regressions with Integrated Time Series / rank @@
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+Q4303982
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