1
by Fomby, Thomas B.
Published 2006
Emerald
Table of Contents: ...A multivariate heavy-tailed distribution for ARCH/GARCH residuals / Dimitris N. Politis -- A...

2
by Chib, Siddhartha
Published 2009
Emerald
Table of Contents: ... on the parameters of ARCH and GARCH models / Christopher J. ODonnell, Vanessa Rayner -- Bayesian model selection...

3
by Fomby, Thomas B.
Published 2003
Elsevier/JAI
Table of Contents: ... -- An examination of the sign and volatility switching arch models under alternative distributional assumptions...