The following pages link to (Q5425800):
Displaying 6 items.
- A note on GARCH model identification (Q945144) (← links)
- Recent developments in volatility modeling and applications (Q955468) (← links)
- RCA models with GARCH innovations (Q1027477) (← links)
- Random coefficient volatility models (Q2483427) (← links)
- Prediction in ARMA models with GARCH in mean effect (Q2759338) (← links)
- ARMA MODELS WITH ARCH ERRORS (Q3341736) (← links)