Generalized autoregressive conditional correlation /

समान संसाधन

• Near-integrated random coefficient autoregressive time series /
  द्वारा: Aue, Alexander.
• Adaptive density estimation for general ARCH models /
  द्वारा: Comte, F.
• On the relation between the vec and bekk multivariate GARCH models : Notes and problems /
  द्वारा: Stelzer, Robert.
• M-estimation in GARCH models /
  द्वारा: Mukherjee, Kanchan.
• Ergodicity, mixing, and existence of moments of a class of markov models with applications to garch and acd models /
  द्वारा: Meitz, Mika.