Practical issues in the analysis of univariate GARCH models
Year of publication: |
2009
|
---|---|
Authors: | Zivot, Eric |
Published in: |
Handbook of financial time series. - Berlin, Heidelberg : Springer, ISBN 3-540-71296-8. - 2009, p. 113-155
|
Subject: | ARCH-Modell | ARCH model | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis |
-
Testing of binary regime switching models using squeeze duration analysis
Das, Milan Kumar, (2019)
-
A model for long memory conditional heteroscedasticity
Giraitis, Liudas, (2000)
-
Autoregressive conditional heteroscedasticity and theories of inflation
Bairam, Erkin İbrahim, (1992)
- More ...
-
Creal, Drew, (2008)
-
Long Memory and Structural Changes in the Forward Discount: An Empirical Investigation
Choi, Kyongwook, (2003)
-
Modeling financial time series with S-PLUS
Zivot, Eric, (2003)
- More ...