Pages that link to "Item:Q4596427"
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The following pages link to On Asymptotic Theory for ARCH (∞) Models (Q4596427):
Displaying 16 items.
- Long run behaviour of the autocovariance function of ARCH(\(\infty\)) models (Q429271) (← links)
- Asymptotic theory for fractionally integrated asymmetric power ARCH models (Q452996) (← links)
- An ARCH model without intercept (Q500477) (← links)
- Moment matrices in conditional heteroskedastic models under elliptical distributions with applications in AR-ARCH models (Q641782) (← links)
- Inconsistency of the MLE and inference based on weighted LS for LARCH models (Q736696) (← links)
- Modelling heavy tails and asymmetry using \(ARCH\)-type models with stable Paretian distri\-bu\-tions (Q840372) (← links)
- Stationarity and functional central limit theorem for ARCH(\(\infty\)) models (Q1787244) (← links)
- Infinite variance stable Gegenbauer ARFISMA models (Q2138255) (← links)
- ARCH models as diffusion approximations (Q2640240) (← links)
- Conditional asymmetry in power ARCH\((\infty)\) models (Q2697981) (← links)
- (Q3071651) (← links)
- (Q4660424) (← links)
- STATIONARITY AND MEMORY OF ARCH([infty infinity]) MODELS (Q4814249) (← links)
- Two‐Step Estimation for Time Varying Arch Models (Q5121011) (← links)
- QMLE for Quadratic ARCH Model with Long Memory (Q5283410) (← links)
- (Q5442467) (← links)
