Pages that link to "Item:Q1389738"

The following pages link to Finite sample properties of the ARCH class of models with stochastic volatility (Q1389738):

Displaying 3 items.

• ON THE RATE OF INFORMATION ABSORPTION IN THE CONDITIONAL VARIANCE OF SES DUAL LISTED STOCKS (Q3523554) (← links)
• Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models (Q4219769) (← links)
• (Q4791405) (← links)