Pages that link to "Item:Q900134"
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The following pages link to Autoregressive conditional heteroscedasticity: a comparison of ARCH and random coefficient models (Q900134):
Displaying 9 items.
- A simple multivariate ARCH model specified by random coefficients (Q1010530) (← links)
- Exact initial conditions for maximum likelihood estimation of state space models with stochastic inputs (Q1127411) (← links)
- ARCH modeling in finance. A review of the theory and empirical evidence (Q1185104) (← links)
- On the relation between GARCH and stable processes (Q2277742) (← links)
- On the ARCH model with random coefficients (Q2472996) (← links)
- (Q3727186) (← links)
- (Q4351997) (← links)
- Random autoregressive models: A structured overview (Q5065206) (← links)
- Comparing the performances of symmetric and asymmetric generalized autoregressive conditionally heteroscedasticity models based on long-memory models under different distributions (Q6172132) (← links)
