The following pages link to Aggregation in ARCH models (Q1873237):
Displaying 8 items.
- Aggregation of random-coefficient AR(1) process with infinite variance and common innovations (Q847911) (← links)
- Asymptotic behavior of weakly dependent aggregated processes (Q1945281) (← links)
- Stability of random coefficient ARCH models and aggregation schemes (Q2439054) (← links)
- Random coefficient \(\text{GARCH}(1,1)\) model with i.i.d. coefficients. (Q2487861) (← links)
- Limit Theorems for Aggregated Linear Processes (Q2837758) (← links)
- AGGREGATION OF THE RANDOM COEFFICIENT GLARCH(1,1) PROCESS (Q3557547) (← links)
- Aggregation of a random-coefficient ar(1) process with infinite variance and idiosyncratic innovations (Q3578042) (← links)
- Contemporaneous aggregation of GARCH processes (Q5430498) (← links)
