Results 271 to 274 of about 30,945,589 (274)

Maximum likelihood estimation of pure GARCH and ARMA-GARCH processes

Bernoulli, 2004
Christian Francq, Jean-Michel Zakoïan
exaly  

Forecasting S&P-100 stock index volatility: The role of volatility asymmetry and distributional assumption in GARCH models

Expert Systems With Applications, 2010
Jui-Cheng Hung, Hung-Chun Liu
exaly  

Detecting parameter shift in garch models

Econometric Reviews, 1995
exaly  

All in the family Nesting symmetric and asymmetric GARCH models

Journal of Financial Economics, 1995
exaly