Pages that link to "Item:Q2472996"

The following pages link to On the ARCH model with random coefficients (Q2472996):

Displaying 8 items.

• A simple multivariate ARCH model specified by random coefficients (Q1010530) (← links)
• Aggregation in ARCH models (Q1873237) (← links)
• On the ARCH model with stationary liquidity (Q2227202) (← links)
• Random coefficient \(\text{GARCH}(1,1)\) model with i.i.d. coefficients. (Q2487861) (← links)
• ARCH models as diffusion approximations (Q2640240) (← links)
• (Q4351997) (← links)
• A central limit theorem for random coefficient autoregressive models and ARCH/GARCH models (Q4391408) (← links)
• On Asymptotic Theory for ARCH (∞) Models (Q4596427) (← links)