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~isPartOf:"Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel"
~isPartOf:"Journal of applied econometrics"
~person:"McAleer, Michael"
~person:"Paolella, Marc S."
~subject:"ARCH-Modell"
~subject:"United States"
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Search: subject:"conditional heteroskedasticity"
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Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
Journal of applied econometrics
Econometric Institute research papers
59
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ECONIS (ZBW)
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Maximum likelihood estimation of STAR and STAR-GARCH models : theory and Monte Carlo evidence
Chan, Felix
;
McAleer, Michael
- In:
Journal of applied econometrics
17
(
2002
)
5
,
pp. 509-534
Persistent link: https://www.econbiz.de/10001709313
Saved in:
2
Testing the stable Paretian assumption
Paolella, Marc S.
-
1999
Persistent link: https://www.econbiz.de/10001557006
Saved in:
3
Stationarity of stable GARCH processes
Mittnik, Stefan
;
Paolella, Marc S.
;
Račev, Svetlozar T.
-
1999
Persistent link: https://www.econbiz.de/10001557008
Saved in:
4
The prediction of down-side market risk with GARCH-stable models
Mittnik, Stefan
;
Paolella, Marc S.
;
Račev, Svetlozar T.
-
1998
Persistent link: https://www.econbiz.de/10001410540
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