The following pages link to Aggregation in ARCH models (Q1873237):
Displaying 13 items.
- Aggregation and memory of models of changing volatility (Q278251) (← links)
- Aggregation and marginalization of GARCH processes: some further results (Q478343) (← links)
- Aggregation of random-coefficient AR(1) process with infinite variance and common innovations (Q847911) (← links)
- Marginalization and contemporaneous aggregation in multivariate GARCH processes (Q1915440) (← links)
- Asymptotic behavior of weakly dependent aggregated processes (Q1945281) (← links)
- Stability of random coefficient ARCH models and aggregation schemes (Q2439054) (← links)
- On the ARCH model with random coefficients (Q2472996) (← links)
- Random coefficient \(\text{GARCH}(1,1)\) model with i.i.d. coefficients. (Q2487861) (← links)
- Limit theorems for aggregated linear processes (Q2837758) (← links)
- AGGREGATION OF THE RANDOM COEFFICIENT GLARCH(1,1) PROCESS (Q3557547) (← links)
- Aggregation of a random-coefficient ar(1) process with infinite variance and idiosyncratic innovations (Q3578042) (← links)
- Contemporaneous aggregation of GARCH processes (Q5430498) (← links)
- The polynomial aggregated AR(1) model* (Q5469921) (← links)
