The following pages link to Computational Science - ICCS 2004 (Q5712718):
Displaying 3 items.
- Strong approximation for the sums of squares of augmented GARCH sequences (Q850764) (← links)
- Confidence intervals for ARMA-GARCH value-at-risk: the case of heavy tails and skewness (Q1659142) (← links)
- Properties of the Autocorrelation Function of Squared Observations for Second-order Garch Processes Under Two Sets of Parameter Constraints (Q4258763) (← links)