outcome is that only multiscale ARCH processes with long memory, discrete multiplicative structures and non-normal innovations … and continues to be engaged in research on many topics in finance. His primary areas of interest are volatility, ARCH …

Representations -- 2.2 Stationarity Study -- 2.2.1 The GARCH(1,1) Case -- 2.2.2 The General Case -- 2.3 ARCH(∞) Representation* -- 2 ….3.1 Existence Conditions -- 2.3.2 ARCH(∞) Representation of a GARCH -- 2.3.3 Long‐Memory ARCH -- 2.4 Properties of the Marginal …