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1
Published 2018
Edward Elgar Pub., Inc.
Table of Contents: “... Multivariate Latent Factor ARCH Model', Journal of Applied Econometrics, 4 (1), January-March, 1-21 -- 31. Tim...”
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2
Published 2002
Physica
Table of Contents: “...Modelling and Forecasting Volatility at Warsaw Stock Exchange: Application of ARCH Models...”
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3
by Mills, Terence C.
Published 2016
Edward Elgar Publishing Limited
Table of Contents: “... Anything Beat a GARCH(1,1)?, Journal of Applied Econometrics, 20, 873-889. -- ANDERSEN, Torben G., Tim...”
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4
by Diebold, Francis X.
Published 2012
Edward Elgar Pub. Ltd
“... with Skewed, Fat-Tailed Risks', Journal of Financial Economics, 79 (3), March, 569-614 -- James D. Hamilton...”