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Statistical properties of the asymmetric power ARCH process
He, Changli; Teräsvirta, Timo - 1997
Persistent link: https://www.econbiz.de/10000971492
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The empirical size and power of some tests for detecting autoregressive conditional heteroskedasticity in the presence of serial correlation
Hurn, Stan; MacDonald, Alexander David - 1995
Persistent link: https://www.econbiz.de/10000916031
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Asymptotic filtering theory for multivariate ARCH models
Nelson, Daniel B. - 1994
Persistent link: https://www.econbiz.de/10000920888
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Stationarity and persistence in the GARCH (1,1) model
Nelson, Daniel B. - 1988 - Rev
Persistent link: https://www.econbiz.de/10000766332
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Testing for nonlinear dependence in daily foreign exchange rate changes
Hsieh, David A. - 1988
Persistent link: https://www.econbiz.de/10000766355
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Properties of western larch and their relation to uses of the wood
Johnsen, R. P. A.; Bradner, M. I. - 1932
Persistent link: https://www.econbiz.de/10000672166
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Adäquate Modellierung von Finanzzeitreihen und Parameterschätzung in Modellen mit autoregressiver bedingter Heteroskedastie
Brechtmann, Markus - 1998
Persistent link: https://www.econbiz.de/10000675119
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A local scale model : an unobserved component alternative to integrated garch processes
Shephard, Neil G. - 1990
Persistent link: https://www.econbiz.de/10000804115
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Filtering and forecasting with misspecified ARCH models I : getting the right variance with the wrong model
Nelson, Daniel B. - 1990
Persistent link: https://www.econbiz.de/10000811128
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The ARCH Effect : a model of gradual anticipation for autoregressive conditional heteroskedasticity in asset returns
El Din, Tarek Mohy - 1997
Persistent link: https://www.econbiz.de/10000623956