Pages that link to "Item:Q4258763"
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The following pages link to Properties of the Autocorrelation Function of Squared Observations for Second-order Garch Processes Under Two Sets of Parameter Constraints (Q4258763):
Displaying 4 items.
- The second moment and the autocovariance function of the squared errors of the GARCH model (Q1305661) (← links)
- NEGATIVE VOLATILITY SPILLOVERS IN THE UNRESTRICTED ECCC-GARCH MODEL (Q3577703) (← links)
- SIMULTANEOUSLY MODELING CONDITIONAL HETEROSKEDASTICITY AND SCALE CHANGE (Q4653562) (← links)
- Analysis of the correlation structure of square time series (Q4677028) (← links)