Pages that link to "Item:Q4512673"
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The following pages link to FOURTH MOMENT STRUCTURE OF THE GARCH(<i>p</i>,<i>q</i>) PROCESS (Q4512673):
Displayed 21 items.
- Random coefficient GARCH models (Q814261) (← links)
- Combining estimating functions for volatility (Q999000) (← links)
- Break detection in the covariance structure of multivariate time series models (Q1043722) (← links)
- Properties of moments of a family of GARCH processes (Q1302764) (← links)
- ARCH-type bilinear models with double long memory. (Q1766035) (← links)
- Kurtosis of GARCH and stochastic volatility models with non-normal innovations (Q1810673) (← links)
- Empirical process of the squared residuals of an ARCH sequence (Q1848867) (← links)
- Stationarity and the existence of moments of a family of GARCH processes. (Q1858910) (← links)
- Nonstationary nonlinear heteroskedasticity. (Q1858976) (← links)
- Testing for Granger causality in variance in the presence of causality in mean (Q1927607) (← links)
- Stability of random coefficient ARCH models and aggregation schemes (Q2439054) (← links)
- On linear processes with dependent innovations (Q2485859) (← links)
- Forecasting volatility (Q2575551) (← links)
- Effects of level shifts and temporary changes on the estimation of GARCH models (Q3589968) (← links)
- Stability of nonlinear stochastic recursions with application to nonlinear AR-GARCH models (Q3590747) (← 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)
- Analysis of the correlation structure of square time series (Q4677028) (← links)
- Time Dependence and Moments of a Family of Time‐Varying Parameter Garch in Mean Models (Q4828167) (← links)
- Least squares estimation of ARCH models with missing observations (Q5397963) (← links)
- A CLOSED-FORM ESTIMATOR FOR THE GARCH(1,1) MODEL (Q5438206) (← links)