Pages that link to "Item:Q2439054"
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The following pages link to Stability of random coefficient ARCH models and aggregation schemes (Q2439054):
Displayed 14 items.
- Aggregation and memory of models of changing volatility (Q278251) (← links)
- Semi- and nonparametric ARCH processes (Q609736) (← links)
- Aggregation of autoregressive random fields and anisotropic long-range dependence (Q726745) (← links)
- Aggregation of random-coefficient AR(1) process with infinite variance and common innovations (Q847911) (← links)
- Near-integrated GARCH sequences (Q1774201) (← links)
- Stationarity and functional central limit theorem for ARCH(\(\infty\)) models (Q1787244) (← links)
- Asymptotic behavior of weakly dependent aggregated processes (Q1945281) (← links)
- From short to long memory: aggregation and estimation (Q2445699) (← links)
- On the ARCH model with random coefficients (Q2472996) (← 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)