Ergodicity, mixing, and existence of moments of a class of markov models with applications to garch and acd models /

Eitemau Tebyg

• On the relation between the vec and bekk multivariate GARCH models : Notes and problems /
  gan: Stelzer, Robert.
• M-estimation in GARCH models /
  gan: Mukherjee, Kanchan.
• Adaptive density estimation for general ARCH models /
  gan: Comte, F.
• Estimation risk in GARCH VaR and ES estimates /
  gan: Gao, Feng.
• Generalized autoregressive conditional correlation /