The following pages link to A new hyperbolic GARCH model (Q888335):
Displaying 6 items.
- Frontiers in time series and financial econometrics: an overview (Q888316) (← links)
- Stationarity and functional central limit theorem for ARCH(\(\infty\)) models (Q1787244) (← links)
- M-estimate for the stationary hyperbolic GARCH models (Q2070660) (← links)
- Adaptive realized hyperbolic GARCH process: stability and estimation (Q2138236) (← links)
- Adaptive hyperbolic asymmetric power ARCH (A-HY-APARCH) model: stability and estimation (Q2219432) (← links)
- Ian McLeod’s Contribution to Time Series Analysis—A Tribute (Q4976474) (← links)