Results 281 to 290 of about 747,562 (306)
Some of the next articles are maybe not open access.

ARCH modeling in finance

Journal of Econometrics, 1992
Tim Bollerslev   +2 more
openaire   +1 more source

ARCH andĀ GARCH Models

2022
Manfred Deistler, Wolfgang Scherrer
openaire   +1 more source

Estimation and testing for ARCH models

2003
Summary: This paper considers the problem of estimation and testing for ARCH models under the assumption of conditional correlation. For a bivariate model with unknown volatility parameter vector, we construct an estimator for this parameter vector using the conditional least squares estimator given by \textit{D.
openaire   +1 more source

Two_Arch2: An Improved Two-Archive Algorithm for Many-Objective Optimization

IEEE Transactions on Evolutionary Computation, 2015
Handing Wang, Xin Yao
exaly  

Vibration based structural health monitoring of an arch bridge: From automated OMA to damage detection

Mechanical Systems and Signal Processing, 2012
Filipe Magalhaes, E Caetano
exaly  

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