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- of standard and switching-regime GARCH models 2005-09-29 Paper Maximum likelihood estimation of pure GARCH and ARMA-GARCH processes 2005-02-21 Paper Efficient...10 bytes (18 words) - 17:32, 8 December 2023
- nonstationary processes under infinite variance GARCH noises 2022-08-02 Paper TEST FOR ZERO MEDIAN OF ERRORS IN AN ARMA–GARCH MODEL 2022-06-17 Paper LADE-based inferences...10 bytes (17 words) - 19:30, 9 December 2023
- 2014-11-24 Paper GARCH models without positivity constraints: exponential or log GARCH? 2014-04-30 Paper Inference in nonstationary asymmetric GARCH models 2013-12-11...10 bytes (17 words) - 03:59, 9 December 2023
- forecasting in temporally aggregated multivariate GARCH processes 2010-06-08 Paper Deciding between GARCH and stochastic volatility via strong decision rules...10 bytes (19 words) - 15:35, 10 December 2023
- consistent density estimation in GARCH models 2016-03-01 Paper Marginal likelihood for Markov-switching and change-point GARCH models 2014-08-07 Paper On marginal...10 bytes (20 words) - 22:05, 9 December 2023
- integer-valued GARCH processes 2022-05-20 Paper https://portal.mardi4nfdi.de/entity/Q5023014 2022-01-20 Paper On the Finite Dimensional Laws of Threshold GARCH Processes...10 bytes (18 words) - 00:13, 12 December 2023
- Estimation of multivariate asymmetric power GARCH models 2022-09-30 Paper Portmanteau test for the asymmetric power GARCH model when the power is unknown 2022-07-05...10 bytes (18 words) - 23:37, 10 December 2023
- 2002-09-04 Paper American option pricing under GARCH by a Markov chain approximation 2001-08-20 Paper Augmented GARCH\((p,q)\) process and its diffusion limit...10 bytes (18 words) - 03:57, 9 December 2023
- Lattice-based hedging schemes under GARCH models 2021-12-01 Paper Closed-form variance swap prices under general affine GARCH models and their continuous-time...10 bytes (18 words) - 01:50, 11 December 2023
- Publication Type Dynamic conditional eigenvalue GARCH 2023-11-17 Paper Multivariate variance targeting in the BEKK-GARCH model 2022-07-26 Paper CHARACTERIZATION...10 bytes (18 words) - 12:38, 11 December 2023
- Paper Asymptotics for parametric GARCH-in-mean models 2016-09-06 Paper Non-negativity conditions for the hyperbolic GARCH model 2016-08-04 Paper On the Transmission...10 bytes (16 words) - 01:00, 11 December 2023
- buffered threshold Garch models 2016-10-26 Paper Hysteretic autoregressive time series models 2015-12-11 Paper A new hyperbolic GARCH model 2015-10-30 Paper...10 bytes (19 words) - 04:24, 12 December 2023
- Paper Fundamental Statistical Inference 2018-10-29 Paper Stable mixture GARCH models 2017-05-12 Paper COMFORT: a common market factor non-Gaussian returns...10 bytes (18 words) - 00:44, 12 December 2023
- 2014-06-30 Paper INTEGRATED MARKOV-SWITCHING GARCH PROCESS 2014-04-23 Paper A Family of Markov‐Switching Garch Processes 2014-02-25 Paper https://portal.mardi4nfdi...10 bytes (17 words) - 00:47, 12 December 2023
- Whittle estimation in multivariate CCC-GARCH processes 2022-06-10 Paper QMLE of periodic time-varying bilinear– GARCH models 2022-06-10 Paper Evolutionary...10 bytes (16 words) - 23:12, 9 December 2023
- limit theorem for the multivariate MS-ARMA-GARCH model 2015-05-19 Paper Continuous Time Approximations to GARCH(1, 1)-Family Models and Their Limiting Properties...10 bytes (16 words) - 19:03, 9 December 2023
- regime-switching asymmetric GARCH model and its cumulative impulse response function 2022-05-11 Paper Adaptive realized hyperbolic GARCH process: stability and...10 bytes (18 words) - 18:08, 11 December 2023
- Publication Date of Publication Type A mixture deep neural network GARCH model for volatility forecasting 2024-02-13 Paper https://portal.mardi4nfdi.de/entity/Q6188569...10 bytes (16 words) - 11:21, 11 December 2023
- full factor multivariate GARCH model 2010-01-25 Paper Modelling nonlinearities and heavy tails via threshold normal mixture GARCH models 2009-06-12 Paper...10 bytes (18 words) - 04:16, 13 December 2023
- transaction counts with integer-valued GARCH models 2023-05-03 Paper Bayesian analysis of periodic asymmetric power GARCH models 2023-04-17 Paper Stationarity...10 bytes (16 words) - 23:12, 9 December 2023
