The following pages link to (Q3727186):
Displaying 17 items.
- The autocorrelation structure for the GARCH-M process (Q806915) (← links)
- Bootstrapping autoregressions with conditional heteroskedasticity of unknown form (Q899521) (← links)
- On the existence of higher-order moments of periodic GARCH models (Q958952) (← links)
- Goodness-of-fit tests for Markovian time series models: central limit theory and bootstrap approximations (Q1002573) (← links)
- ARCH modeling in finance. A review of the theory and empirical evidence (Q1185104) (← links)
- Generalized autoregressive conditional heteroscedasticity (Q1821471) (← links)
- Extremal behaviour of solutions to a stochastic difference equation with applications to ARCH processes (Q1822829) (← links)
- Two-stage generalized moment method with applications to regressions with heteroscedasticity of unknown form (Q1918144) (← links)
- Modeling and pricing long memory in stock market volatility (Q1922362) (← links)
- Real time estimation of stochastic volatility processes (Q1931658) (← links)
- Modeling \(\mathbb{Z}\)-valued time series based on new versions of the Skellam INGARCH model (Q2233662) (← links)
- Testing for a constant coefficient of variation in nonparametric regression (Q2431725) (← links)
- Stability of random coefficient ARCH models and aggregation schemes (Q2439054) (← links)
- The \(L^2\)-structures of standard and switching-regime GARCH models (Q2567232) (← links)
- Asymptotics of rank order statistics for ARCH residual empirical processes. (Q2574560) (← links)
- New testing approaches for mean-variance predictability (Q2658802) (← links)
- Least squares estimation of ARCH models with missing observations (Q5397963) (← links)
