Stability of random coefficient ARCH models and aggregation schemes (Q2439054): Difference between revisions

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+The Distribution of Realized Exchange Rate Volatility
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+Modeling volatility persistence of speculative returns: a new approach
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+Q3994459
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+STATIONARY ARCH MODELS: DEPENDENCE STRUCTURE AND CENTRAL  LIMIT THEOREM
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+ARCH-type bilinear models with double long memory.
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+Long memory relationships and the aggregation of dynamic models
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+FOURTH MOMENT STRUCTURE OF THE GARCH(<i>p</i>,<i>q</i>) PROCESS
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+The second moment and the autocovariance function of the squared errors of the GARCH model
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+ON STATIONARITY IN THE ARCH(∞) MODEL
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+Aggregation in ARCH models
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+Stationarity and the existence of moments of a family of GARCH processes.
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+Q3727186
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+Current developments in time series modelling
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+Testing for strong serial correlation and dynamic conditional heteroskedasticity in multiple regression
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