Robust modelling of DTARCH models
Year of publication: |
2005
|
---|---|
Authors: | Hui, Yer Van ; Jiang, Jiancheng |
Published in: |
The econometrics journal. - Oxford : Oxford University Press, ISSN 1368-4221, ZDB-ID 1412265-0. - Vol. 8.2005, 2, p. 143-158
|
Subject: | ARCH-Modell | ARCH model | Theorie | Theory | Heteroskedastizität | Heteroscedasticity |
-
Score-driven models for realized volatility
Harvey, Andrew C., (2019)
-
Volatility forecasting : long memory, regime switching and heteroscedasticity
Ma, Feng, (2019)
-
Adaptive testing in ARCH models
Linton, Oliver B., (1995)
- More ...
-
Robust modelling of ARCH models
Jiang, Jiancheng, (2001)
-
Robust modelling of DTARCH models
Hui, Yer Van, (2005)
-
Robust modelling of DTARCH models
Hui, Yer Van, (2005)
- More ...