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1
by Francq, Christian, Zakoian, Jean-Michel
Published 2010
John Wiley and Sons
Table of Contents: “... ARCH Models by Least Squares; 7 Estimating GARCH Models by Quasi-Maximum Likelihood; 8 Tests Based...”
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2
by Shimizu, Kenichi
Published 2010
Vieweg+Teubner Verlag
Table of Contents: “...Bootstrap Does not Always Work -- Parametric AR(p)-ARCH(q) Models -- Parametric ARMA(p, q)- GARCH(r...”
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3
by Leva, Sonia
Published 2022
MDPI - Multidisciplinary Digital Publishing Institute
Subjects: “...ARCH-GARCH...”
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4
Published 2009
Springer Berlin Heidelberg
Table of Contents: “..., Mixing, Distributional Properties and Moments of GARCH(p, q)#x2013;Processes -- ARCH(#x221E;) Models...”
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5
by Rossi, Peter E.
Published 1996
Academic Press
Table of Contents: “...Modelling Stock Market Volatility Changes -- Stationarity and Persistence in the GARCH(I, I) Model...”
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6
by Fomby, Thomas B.
Published 2006
Emerald
Table of Contents: “...A multivariate heavy-tailed distribution for ARCH/GARCH residuals / Dimitris N. Politis -- A...”
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7
by Deistler, Manfred, Scherrer, Wolfgang
Published 2022
Springer International Publishing
Table of Contents: “... Models with Exogenous Variables -- 9 Granger Causality -- 10 Dynamic Factor Models -- 10 ARCH and GARCH...”
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8
by Specht, Katja
Published 2000
Deutscher Universitätsverlag
Table of Contents: “... Modelle zur Volatilitätsschätzung -- 4 Spezifikation und Güte von Modellen der ARCH-Familie -- II...”
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9
by Levendis, John D.
Published 2023
Springer International Publishing
Table of Contents: “... -- Structural Breaks -- ARCH, GARCH and Time-varying Variance -- Vector Autoregressions I: Basics -- Vector...”
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10
by Guidolin, Massimo, Pedio, Manuela
Published 2018
Academic Press, an imprint of Elsevier
Table of Contents: “... Models, ARCH and GARCH; Abstract; 5.1 Stylized Facts and Preliminaries; 5.2 Simple Univariate Parametric...”
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11
by Aljandali, Abdulkader, Tatahi, Motasam
Published 2018
Springer International Publishing
Table of Contents: “... -- Chapter 8: Modelling volatility in finance and economics - arch, garch and egrach models -- Chapter 9...”
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12
by Mirakhor, Abbas
Published 2014
Wiley
Table of Contents: “...: Theory and Applications -- Modeling Volatility: ARCH-GARCH Models -- Asset Pricing under Uncertainty...”
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13
by Lütkepohl, Helmut
Published 2005
Springer Berlin Heidelberg
Table of Contents: “... VAR Models to Infinite Order Processes -- Time Series Topics -- Multivariate ARCH and GARCH Models...”
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14
Published 2014
Springer International Publishing
Table of Contents: “... Measures on the Volatility of the Stock Market Stress Index in the Euro Zone (Application of ARCH/GARCH...”
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15
by Yan, Yuxing
Published 2017
Packt Publishing
Table of Contents: “..., Implied Volatility, ARCH, and GARCH -- Index...”
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16
Published 2003
Springer Berlin Heidelberg
Table of Contents: “... Model -- 6.6 GARCH(p,q) Model -- 6.7 Extensions of ARCH Models -- 6.8 Two Examples of Spanish Financial...”
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17
Published 1999
Springer US
Table of Contents: “... Adjustment Towards Long-Run Money Demand -- 10 Asymmetric Nonlinear Smooth Transition Garch Models -- 11...”
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18
Published 2023
Springer Nature Singapore
Table of Contents: “... and Growth of Price: Evidence from Rice Production in India using ARCH/GARCH and Panel VECM Approach...”
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19
by Daróczi, Gergely
Published 2013
Packt Publishing
Table of Contents: “...; Volatility forecasting for risk management; Testing for ARCH effects; GARCH model specification; GARCH model...”
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20
by Straumann, Daniel
Published 2005
Springer Berlin Heidelberg
Table of Contents: “... Heteroscedastic Time Series Model with Heavy—tailed Innovations -- Whittle Estimation in a Heavy—tailed GARCH(1,1...”