Pages that link to "Item:Q1305661"
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The following pages link to The second moment and the autocovariance function of the squared errors of the GARCH model (Q1305661):
Displaying 13 items.
- ARCH-type bilinear models with double long memory. (Q1766035) (← links)
- Stationarity and the existence of moments of a family of GARCH processes. (Q1858910) (← links)
- Stability of random coefficient ARCH models and aggregation schemes (Q2439054) (← links)
- NEGATIVE VOLATILITY SPILLOVERS IN THE UNRESTRICTED ECCC-GARCH MODEL (Q3577703) (← links)
- Moments and dynamic structure of a time‐varying parameter stochastic volatility in mean model (Q4416012) (← links)
- Moments of the ARMA–EGARCH model (Q4439303) (← links)
- SIMULTANEOUSLY MODELING CONDITIONAL HETEROSKEDASTICITY AND SCALE CHANGE (Q4653562) (← links)
- STATIONARITY AND MEMORY OF ARCH([infty infinity]) MODELS (Q4814249) (← links)
- Time Dependence and Moments of a Family of Time‐Varying Parameter Garch in Mean Models (Q4828167) (← links)
- Stability conditions for heteroscedastic factor models with conditionally autoregressive betas (Q5495694) (← links)
- AN EXTENDED CONSTANT CONDITIONAL CORRELATION GARCH MODEL AND ITS FOURTH-MOMENT STRUCTURE (Q5696353) (← links)
- Root-\(T\) consistent density estimation in GARCH models (Q5964750) (← links)
- Simulated maximum likelihood in autoregressive models with stochastic volatility errors (Q6574701) (← links)
