scientific article; zbMATH DE number 5866253
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Publication:3084271
zbMATH Open1208.91159MaRDI QIDQ3084271FDOQ3084271
Authors: Torben G. Andersen, Tim Bollerslev 
Publication date: 15 March 2011
Title of this publication is not available (Why is that?)
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Statistical methods; risk measures (91G70)
Cited In (9)
- ARCH models as diffusion approximations
- Unfolded GARCH models
- A Skellam GARCH model
- Quadratic ARCH Models
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- Simultaneous confidence bands for Yule-Walker estimators and order selection
- ARCH Models and an Application on Exchange Rate Volatility: ARCH and GARCH Models
- Title not available (Why is that?)
- ARCH models and financial applications
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