Results 261 to 267 of about 2,588 (267)

Conditional heteroskedasticity

2010
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21.1. Autoregressive Conditional Heteroskedasticity (ARCH)

1994
openaire   +1 more source

CONDITIONAL HETEROSKEDASTICITY APPLICATION: RISK ESTIMATION

2015
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Modeling the conditional distribution of interest rates as a regime-switching process

Journal of Financial Economics, 1996
exaly  

Conditional selection determines the pathways of cancer evolution

Nature Reviews Clinical Oncology, 2017
exaly  

Generalized AutoRegressive Conditional Heteroskedasticity Model

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Essays on autoregressive conditional heteroskedasticity

2006
openaire   +1 more source