The stationary seasonal hyperbolic asymmetric power ARCH model (Q2643390): Difference between revisions

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+Apparent scaling
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+Normal rank
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+Generalized autoregressive conditional heteroscedasticity
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+Q4343010
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+Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
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+Portfolio Analysis in a Stable Paretian Market
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+STATIONARY ARCH MODELS: DEPENDENCE STRUCTURE AND CENTRAL  LIMIT THEOREM
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+How can we Define the Concept of Long Memory? An Econometric Survey
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+Asymmetric long memory GARCH in exchange return.
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+Consistency and Asymptotic Normality of the Quasi-Maximum Likelihood Estimator in IGARCH(1,1) and Covariance Stationary GARCH(1,1) Models
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+Conditional Heteroskedasticity in Asset Returns: A New Approach
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+Threshold heteroskedastic models
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