Pages that link to "Item:Q1389738"
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The following pages link to Finite sample properties of the ARCH class of models with stochastic volatility (Q1389738):
Displaying 4 items.
- An introduction to volatility models with indices (Q868010) (← links)
- ON THE RATE OF INFORMATION ABSORPTION IN THE CONDITIONAL VARIANCE OF SES DUAL LISTED STOCKS (Q3523554) (← links)
- Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models (Q4219769) (← links)
- (Q4791405) (← links)