Pages that link to "Item:Q4814249"

The following pages link to STATIONARITY AND MEMORY OF ARCH([infty infinity]) MODELS (Q4814249):

Displaying 18 items.

• Necessary and sufficient conditions for periodic decaying resolvents in linear discrete convolution Volterra equations and applications to \(\mathrm{ARCH}(\infty)\) processes (Q356154) (← links)
• Long run behaviour of the autocovariance function of ARCH(\(\infty\)) models (Q429271) (← links)
• Non-negativity conditions for the hyperbolic GARCH model (Q736540) (← links)
• A new hyperbolic GARCH model (Q888335) (← links)
• On regularly varying and history-dependent convergence rates of solutions of a Volterra equation with infinite memory (Q963108) (← links)
• Generalised long-memory GARCH models for intra-daily volatility (Q1020691) (← links)
• Modelling long-memory volatilities with leverage effect: A-LMSV versus FIEGARCH (Q1023615) (← links)
• Covariance stationary GARCH-family models with long memory property (Q1031773) (← links)
• Stationarity and functional central limit theorem for ARCH(\(\infty\)) models (Q1787244) (← links)
• On the estimation and diagnostic checking of the ARFIMA-HYGARCH model (Q1927143) (← links)
• The impulse response function of the long memory GARCH process (Q1928718) (← links)
• Bivariate integer-autoregressive process with an application to mutual fund flows (Q2274940) (← links)
• Pseudo-maximum likelihood estimation of \(\text{ARCH}(\infty)\) models (Q2500446) (← links)
• Conditional asymmetry in power ARCH\((\infty)\) models (Q2697981) (← links)
• Periodic Long-Memory GARCH Models (Q3615077) (← links)
• ON MIXTURE MEMORY GARCH MODELS (Q5408110) (← links)
• Contemporaneous aggregation of GARCH processes (Q5430498) (← links)
• How can we Define the Concept of Long Memory? An Econometric Survey (Q5466754) (← links)