The following pages link to An ARCH model without intercept (Q500477):
Displaying 5 items.
- The ZD-GARCH model: a new way to study heteroscedasticity (Q1680184) (← links)
- Inference for asymmetric exponentially weighted moving average models (Q5111784) (← links)
- Double AR model without intercept: An alternative to modeling nonstationarity and heteroscedasticity (Q5860916) (← links)
- A new generalized exponentially weighted moving average quantile model and its statistical inference (Q6090552) (← links)
- A simulation study on the Markov regime-switching zero-drift GARCH model (Q6148769) (← links)
