GARCH Models
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20

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Published By John Wiley & Sons, Ltd

9781119313472, 9781119313571

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Tests Based on the Likelihood

GARCH Models ◽

10.1002/9781119313472.ch8 ◽

2019 ◽

pp. 217-248

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Front Matter

GARCH Models ◽

10.1002/9781119313472.fmatter ◽

2019 ◽

pp. i-xvi

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Multivariate GARCH Processes

GARCH Models ◽

10.1002/9781119313472.ch10 ◽

2019 ◽

pp. 272-316

Keyword(s):

Multivariate Garch ◽

Garch Processes

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References

GARCH Models ◽

10.1002/9781119313472.refs ◽

2019 ◽

pp. 467-484

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Appendix B Autocorrelation and Partial Autocorrelation

GARCH Models ◽

10.1002/9781119313472.app2 ◽

2019 ◽

pp. 377-386

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Appendix C Markov Chains on Countable State Spaces

GARCH Models ◽

10.1002/9781119313472.app3 ◽

2019 ◽

pp. 387-392

Keyword(s):

Markov Chains ◽

State Spaces ◽

Countable State

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GARCH(p , q ) Processes

GARCH Models ◽

10.1002/9781119313472.ch2 ◽

2019 ◽

pp. 16-57 ◽

Cited By ~ 1

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Classical Time Series Models and Financial Series

GARCH Models ◽

10.1002/9781119313472.ch1 ◽

2019 ◽

pp. 1-14

Keyword(s):

Time Series ◽

Time Series Models

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Identification

GARCH Models ◽

10.1002/9781119313472.ch5 ◽

2019 ◽

pp. 124-159

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Index

GARCH Models ◽

10.1002/9781119313472.index ◽

2019 ◽

pp. 485-487

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