The following pages link to Unfolded GARCH models (Q1657508):
Displaying 3 items.
- Conditional volatility, skewness, and kurtosis: Existence, persistence, and comovements (Q951384) (← links)
- Modeling \(\mathbb{Z}\)-valued time series based on new versions of the Skellam INGARCH model (Q2233662) (← links)
- Multivariate Return Decomposition: Theory and Implications (Q5860929) (← links)