Narrow search
Showing 1 - 10 of 19
Cover Image
An introduction to univariate GARCH models
Teräsvirta, Tim - In: Handbook of financial time series, (pp. 17-42). 2009
Persistent link: https://www.econbiz.de/10003833776
Cover Image
Stationary, mixing, distributional properties and moments of GARCH (p,q)-processes
Lindner, Alexander M. - In: Handbook of financial time series, (pp. 43-69). 2009
Persistent link: https://www.econbiz.de/10003833778
Cover Image
ARCH (∞) models and long memory properties
Giraitis, Liudas; Leipus, Remigijus; Surgailis, Donatas - In: Handbook of financial time series, (pp. 71-84). 2009
Persistent link: https://www.econbiz.de/10003833780
Cover Image
A tour in the asymptotic theory of GARCH estimation
Francq, Christian; Zakoïan, Jean-Michel - In: Handbook of financial time series, (pp. 85-111). 2009
Persistent link: https://www.econbiz.de/10003833783
Cover Image
Practical issues in the analysis of univariate GARCH models
Zivot, Eric - In: Handbook of financial time series, (pp. 113-155). 2009
Persistent link: https://www.econbiz.de/10003833789
Cover Image
Semiparametric and nonparametric ARCH modeling
Linton, Oliver - In: Handbook of financial time series, (pp. 157-167). 2009
Persistent link: https://www.econbiz.de/10003833925
Cover Image
Stochastic volatility models with long memory
Hurvich, Clifford M.; Soulier, Philippe - In: Handbook of financial time series, (pp. 345-354). 2009
Persistent link: https://www.econbiz.de/10003833970
Cover Image
Lévy-driven continuous-time ARMA processes
Brockwell, Peter J. - In: Handbook of financial time series, (pp. 457-480). 2009
Persistent link: https://www.econbiz.de/10003833977
Cover Image
Continuous time approximations to GARCH and stochastic volatility models
Lindner, Alexander M. - In: Handbook of financial time series, (pp. 481-496). 2009
Persistent link: https://www.econbiz.de/10003834175
Cover Image
Realized volatility
Andersen, Torben; Benzoni, Luca - In: Handbook of financial time series, (pp. 555-575). 2009
Persistent link: https://www.econbiz.de/10003834180