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From MaRDI portal
- ARMA Models with GARCH in Mean Effects 2001-12-12 Paper The second moment and the autocovariance function of the squared errors of the GARCH model 1999-01-01...10 bytes (16 words) - 03:17, 13 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 (16 words) - 00:13, 12 December 2023
- Conditional Correlation GARCH model 2010-06-08 Paper An Introduction to Univariate GARCH Models 2009-11-27 Paper Multivariate GARCH Models 2009-11-27 Paper...10 bytes (17 words) - 16:07, 10 December 2023
- predictability with possibly non-stationary regressors and GARCH-type effects 2021-02-09 Paper Unfolded GARCH models 2018-08-13 Paper Exact permutation tests for...10 bytes (16 words) - 17:19, 9 December 2023
- realized GARCH 2019-02-08 Paper Extended realized GARCH models 2018-12-03 Paper Bayesian estimation of smoothly mixing time-varying parameter GARCH models...10 bytes (19 words) - 20:32, 9 December 2023
- 2012-04-19 Paper Theory and inference for a Markov switching GARCH model 2011-05-31 Paper A Component GARCH Model with Time Varying Weights 2010-07-02 Paper Modelling...10 bytes (19 words) - 08:37, 13 December 2023
- 2013-01-16 Paper PARAMETER ESTIMATION IN NONLINEAR AR–GARCH MODELS 2012-01-04 Paper Stability of nonlinear AR-GARCH models 2010-04-22 Paper A note on the geometric...10 bytes (16 words) - 14:08, 10 December 2023
- Publication Date of Publication Type Specification Tests for GARCH Processes with Nuisance Parameters on the Boundary 2024-03-06 Paper The validity of...10 bytes (16 words) - 22:05, 9 December 2023
- 2012-05-08 Paper Generalised long-memory GARCH models for intra-daily volatility 2009-06-02 Paper Periodic Long-Memory GARCH Models 2009-03-17 Paper Statistical...10 bytes (16 words) - 23:12, 9 December 2023
- under GARCH by a Markov chain approximation 2001-08-20 Paper Empirical Martingale Simulation for Asset Prices 1998-01-01 Paper Estimation of GARCH process...10 bytes (18 words) - 01:53, 9 December 2023
- by conditional copula-GARCH method 2012-02-10 Paper Erratum to ``Estimating value at risk of portfolio by conditional copula-GARCH method 2012-02-10 Paper...10 bytes (17 words) - 16:18, 12 December 2023
- Cholesky GARCH model with time dependent coefficients 2018-05-29 Paper On Time-Varying Amplitude HGARCH Mode 2018-03-19 Paper Continuous-time GARCH process...10 bytes (16 words) - 01:17, 11 December 2023
- Heterogeneous Components for Forecasting Realized Volatility 2018-10-12 Paper ARCH/GARCH with persistent covariate: asymptotic theory of MLE 2016-08-15 Paper Time...10 bytes (16 words) - 14:41, 10 December 2023
- Finite Dimensional Laws of Threshold GARCH Processes 2019-01-09 Paper On the Distribution Estimation of Power Threshold Garch Processes 2016-08-30 Paper https://portal...10 bytes (16 words) - 00:13, 12 December 2023
- Seasonal GARCH Model with Periodic Coefficients 2010-03-18 Paper On stationarity and \(\beta\)-mixing property of certain nonlinear \(\text{GARCH}(p,q)\)...10 bytes (18 words) - 18:10, 9 December 2023
- Publication Type Prime vertex-minors of a prime graph 2024-03-26 Paper Overnight GARCH-Itô Volatility Models 2024-03-06 Paper https://portal.mardi4nfdi.de/entity/Q6187839...10 bytes (16 words) - 16:18, 10 December 2023
- returns and volatilities in GARCH models 2008-12-11 Paper Effects of outliers on the identification and estimation of GARCH models 2007-12-16 Paper https://portal...10 bytes (18 words) - 14:56, 6 December 2023
- 2018-10-29 Paper Estimation and tests for power-transformed and threshold GARCH models 2016-06-03 Paper Restricted normal mixture QMLE for non-stationary...10 bytes (17 words) - 15:35, 10 December 2023
- of a stationary univariate GARCH(\(p,q\)) process 2020-08-17 Paper MINIMUM HELLINGER DISTANCE ESTIMATION OF MULTIVARIATE GARCH PROCESSES 2019-12-05 Paper...10 bytes (18 words) - 14:50, 12 December 2023
- of flexible fuzzy GARCH models for conditional density estimation 2016-07-08 Paper Conditional Density Estimation Using Fuzzy GARCH Models 2016-05-13 Paper...10 bytes (18 words) - 09:17, 13 December 2023
