Specification and testing of multiplicative time-varying GARCH models with applications (Q5864441): Difference between revisions

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+Modelling volatility by variance decomposition
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+Generalized autoregressive conditional heteroscedasticity
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+Testing the adequacy of smooth transition autoregressive models
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+Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
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+SIMULTANEOUSLY MODELING CONDITIONAL HETEROSKEDASTICITY AND SCALE CHANGE
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+Q3368225
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+ON THE SQUARED RESIDUAL AUTOCORRELATIONS IN NON-LINEAR TIME SERIES WITH CONDITIONAL HETEROSKEDASTICITY
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+Evaluating GARCH models.
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+Testing linearity against smooth transition autoregressive models
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+DIAGNOSTIC CHECKING ARMA TIME SERIES MODELS USING SQUARED-RESIDUAL AUTOCORRELATIONS
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+Semiparametric Estimator of Time Series Conditional Variance
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+Modelling Nonlinear Economic Time Series
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+On the application of robust, regression-based diagnostics to models of conditional means and conditional variances
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