scientific article; zbMATH DE number 5866253

MaRDI QIDQ3084271zbMATH OpenFDO

Authors Torben G. Andersen, Tim Bollerslev

Publication date 15 March 2011

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Statistical methods; risk measures (91G70)

Cited in

(9)

• Unfolded GARCH models
• ARCH models and financial applications
• scientific article; zbMATH DE number 6448042 (Why is no real title available?)
• ARCH models as diffusion approximations
• A Skellam GARCH model
• ARCH Models and an Application on Exchange Rate Volatility: ARCH and GARCH Models
• scientific article; zbMATH DE number 1538085 (Why is no real title available?)
• Quadratic ARCH Models
• Simultaneous confidence bands for Yule-Walker estimators and order selection

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