NEGATIVE VOLATILITY SPILLOVERS IN THE UNRESTRICTED ECCC-GARCH MODEL (Q3577703): Difference between revisions

@@ Property / cites work @@
+A NOTE ON INEQUALITY CONSTRAINTS IN THE GARCH MODEL
+Normal rank
@@ Property / cites work @@
+Variance (Non) Causality in Multivariate GARCH
@@ Property / cites work: Variance (Non) Causality in Multivariate GARCH / rank @@
+Normal rank
@@ Property / cites work @@
+A Note on Non‐Negative Arma Processes
@@ Property / cites work: A Note on Non‐Negative Arma Processes / rank @@
+Normal rank
@@ Property / cites work @@
+Generalized autoregressive conditional heteroscedasticity
+Normal rank
@@ Property / cites work @@
+ON THE PARAMETRIZATION OF MULTIVARIATE GARCH MODELS
+Normal rank
@@ Property / cites work @@
+Testing multivariate distributions in GARCH models
+Normal rank
@@ Property / cites work @@
+Testing for volatility interactions in the Constant Conditional Correlation GARCH model
+Normal rank
@@ Property / cites work @@
+The second moment and the autocovariance function of the squared errors of the GARCH model
+Normal rank
@@ Property / cites work @@
+HIGHER ORDER ASYMPTOTIC THEORY WHEN A PARAMETER IS ON A BOUNDARY WITH AN APPLICATION TO GARCH MODELS
+Normal rank
@@ Property / cites work @@
+AN EXTENDED CONSTANT CONDITIONAL CORRELATION GARCH MODEL AND ITS FOURTH-MOMENT STRUCTURE
+Normal rank
@@ Property / cites work @@
+Properties of the Autocorrelation Function of Squared Observations for Second-order Garch Processes Under Two Sets of Parameter Constraints
+Normal rank