Results 231 to 240 of about 6,960,427 (243)

ARMA MODELS WITH ARCH ERRORS

Journal of Time Series Analysis, 1984
Andrew A Weiss
exaly  

Predictability and model selection in the context of ARCH models

Applied Stochastic Models in Business and Industry, 2005
Evdokia Xekalaki, Stavros Degiannakis
exaly  

Least squares estimation of ARCH models with missing observations

Journal of Time Series Analysis, 2012
Pascal Bondon
exaly  

Asymptotic filtering theory for multivariate ARCH models

Journal of Econometrics, 1996
Daniel B Nelson
exaly  

Access Suspended

Annals of Statistics, 2006
Paolo Zaffaroni
exaly  

Finite Sample Theory of QMLE in ARCH Models with Dynamics in the Mean Equation

Journal of Time Series Analysis, 2008
Emma M. Iglesias
exaly  

New Approaches for Estimation of Monthly Rainfall Based on GEP-ARCH and ANN-ARCH Hybrid Models

Water Resources Management, 2017
Javad Behmanesh, Saeid Mehdizadeh, Keivan Khalili   +2 more
exaly  

Option Pricing in ARCH-type Models

Mathematical Finance, 1998
Murad Taqqu, Jan Kallsen
exaly  

Creep-Prediction Models for Concrete-Filled Steel Tube Arch Bridges

Journal of Bridge Engineering, 2017
Amit H. Varma, Zhichao Lai, Baochun Chen
exaly  

Network log-ARCH models for forecasting stock market volatility

International Journal of Forecasting
Philipp Otto, Raffaele Mattera
exaly