Stationarity and memory of ARCH(∞) models
Year of publication: |
2004
|
---|---|
Authors: | Zaffaroni, Paolo |
Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 20.2004, 1, p. 147-160
|
Subject: | Schätztheorie | Estimation theory | ARCH-Modell | ARCH model | Theorie | Theory |
-
Estimating weak GARCH representations
Francq, Christian, (2000)
-
Locally weighted autoregression
Feng, Yuanhua, (2000)
-
Essays on financial time series models
Karanasos, Menelaos, (1998)
- More ...
-
Contemporaneous aggregation of GARCH processes
Zaffaroni, Paolo, (2000)
-
Aggregation of simple linear dynamics: exact asymptotic results
Lippi, Marco, (1998)
-
Pesaran, Mohammad Hashem, (2004)
- More ...