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~isPartOf:"Journal of econometrics"
~person:"Gonçalves, Sílvia"
~person:"Li, Guodong"
~subject:"ARCH model"
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ARCH model
ARCH-Modell
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Bootstrap approach
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ARCH(∞)
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Gonçalves, Sílvia
Li, Guodong
Francq, Christian
9
Zakoïan, Jean-Michel
8
Paolella, Marc S.
4
Andreou, Elena
3
Bollerslev, Tim
3
Hallin, Marc
3
Kim, Donggyu
3
Rombouts, Jeroen V. K.
3
Barigozzi, Matteo
2
Blasques, F.
2
Ghysels, Eric
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Hong, Yongmiao
2
Kapetanios, George
2
Laurent, Sébastien
2
Li, Wai Keung
2
Meddahi, Nour
2
Ng, Serena
2
Park, Joon Y.
2
Patton, Andrew J.
2
Polak, Pawel
2
Seo, Byeongseon
2
Teräsvirta, Timo
2
Tse, Yiu Kuen
2
Wang, Yazhen
2
Zhao, Zhibiao
2
Zhu, Ke
2
Aguilar, Mike
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Journal of econometrics
Bundesbank Series 1 Discussion Paper
1
Cahier / Départment de Sciences Économiques, Université de Montréal
1
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1
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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ECONIS (ZBW)
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1
Linear double autoregression
Zhu, Qianqian
;
Zheng, Yao
;
Li, Guodong
- In:
Journal of econometrics
207
(
2018
)
1
,
pp. 162-174
Persistent link: https://www.econbiz.de/10012116135
Saved in:
2
Bootstrapping autoregressions with conditional heteroskedasticity of unknown form
Gonçalves, Sílvia
;
Kilian, Lutz
- In:
Journal of econometrics
123
(
2004
)
1
,
pp. 89-120
Persistent link: https://www.econbiz.de/10002223733
Saved in:
3
A new hyperbolic GARCH model
Li, Muyi
;
Li, Wai Keung
;
Li, Guodong
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 428-436
Persistent link: https://www.econbiz.de/10011504608
Saved in:
4
Hybrid quantile
estimation
for asymmetric power GARCH models
Wang, Guochang
;
Zhu, Ke
;
Li, Guodong
;
Li, Wai Keung
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 264-284
Persistent link: https://www.econbiz.de/10013441656
Saved in:
5
Bootstrapping realized multivariate volatility measures
Dovonon, Prosper
;
Gonçalves, Sílvia
;
Meddahi, Nour
- In:
Journal of econometrics
172
(
2013
)
1
,
pp. 49-65
Persistent link: https://www.econbiz.de/10009702319
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