Results 291 to 300 of about 751,692 (303)

Least squares estimation of ARCH models with missing observations

Journal of Time Series Analysis, 2012
Pascal Bondon
exaly  

Estimation of ARCH Models

Econometric Theory, 1986
openaire   +1 more source

Asymptotic filtering theory for multivariate ARCH models

Journal of Econometrics, 1996
Daniel B Nelson
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
Saeid Mehdizadeh, Javad Behmanesh, Keivan Khalili   +2 more
exaly  

Network log-ARCH models for forecasting stock market volatility

International Journal of Forecasting
Raffaele Mattera, Philipp Otto
exaly  

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

Journal of Bridge Engineering, 2017
Baochun Chen, Zhichao Lai, Amit H Varma   +2 more
exaly  

On Identifying Structural VAR Models via ARCH Effects

Journal of Time Series Econometrics, 2013
George Milunovich, Minxian Yang
exaly  

Multivariate ARCH Models

2010
Evdokia Xekalaki, Stavros Degiannakis
exaly  

Single-Factor Conditionally Heteroskedastic Models, ARCH and GARCH

2018
Massimo Guidolin
exaly