Pages that link to "Item:Q900134"
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The following pages link to Autoregressive conditional heteroscedasticity: a comparison of ARCH and random coefficient models (Q900134):
Displaying 5 items.
- Exact initial conditions for maximum likelihood estimation of state space models with stochastic inputs (Q1127411) (← links)
- ARCH modeling in finance. A review of the theory and empirical evidence (Q1185104) (← links)
- On the relation between GARCH and stable processes (Q2277742) (← links)
- (Q3727186) (← links)
- Random autoregressive models: A structured overview (Q5065206) (← links)
