Mildly Explosive Autoregression Under Stationary Conditional Heteroskedasticity
Year of publication: |
2018
|
---|---|
Authors: | Arvanitis, Stelios |
Other Persons: | Magdalinos, Tassos (contributor) |
Publisher: |
[2018]: [S.l.] : SSRN |
Subject: | Zeitreihenanalyse | Time series analysis | Heteroskedastizität | Heteroscedasticity | ARCH-Modell | ARCH model | Theorie | Theory | Autokorrelation | Autocorrelation |
Extent: | 1 Online-Ressource (26 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments January 18, 2018 erstellt |
Other identifiers: | 10.2139/ssrn.3122036 [DOI] |
Classification: | C22 - Time-Series Models |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Limit Theory for Explosive Autoregression Under Conditional Heteroskedasticity
Lee, Ji Hyung, (2017)
-
Emenike, Kalu O., (2017)
-
Periodic heteroskedastic RegARFIMA models for daily electricity spot prices
Carnero, M. Angeles, (2003)
- More ...
-
Mildly Explosive Autoregression Under Stationary Conditional Heteroskedasticity
Arvanitis, Stelios, (2018)
-
A simple example of an indirect estimator with discontinuous limit theory in the MA(1) model
Arvanitis, Stelios, (2014)
-
Arvanitis, Stelios, (2015)
- More ...