Generalized autoregressive conditional heteroskedasticity
Year of publication: |
1986
|
---|---|
Authors: | Bollerslev, Tim |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 3.1986, p. 307-327
|
Subject: | Schätztheorie | Estimation theory |
-
Feng, Guohua, (2015)
-
Estimation and inference for a class of generalized hierarchical models
Dong, Chaohua, (2024)
-
Nonparametric identification and estimation with non-classical errors-in-variables
Evdokimov, Kirill S., (2024)
- More ...
-
Realized beta: Persistence and predictability
Andersen, Torben G., (2004)
-
Real-time price discovery in stock, bond and foreign exchange markets
Andersen, Torben G., (2004)
-
Practical volatility and correlation modeling for financial market risk management
Andersen, Torben G., (2005)
- More ...