✦ LIBER ✦

ON THE CORRELATION STRUCTURE FOR THE GENERALIZED AUTOREGRESSIVE CONDITIONAL HETEROSKEDASTIC PROCESS

✍ Scribed by Tim Bollerslev

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

A note on testing for nonstationarity in

✍ Paulo M. M. Rodrigues; Antonio Rubia 📂 Article 📅 2006 🏛 Springer-Verlag 🌐 English ⚖ 211 KB

THE DISTRIBUTION OF NONSTATIONARY AUTORE

✍ James C. Spall 📂 Article 📅 1993 🏛 John Wiley and Sons 🌐 English ⚖ 747 KB

CORRECTION TO “THE DISTRIBUTION OF NONST

✍ J. C. Spall 📂 Article 📅 1993 🏛 John Wiley and Sons 🌐 English ⚖ 27 KB

A note on the autoregressive process dur

✍ P. P. Mager 📂 Article 📅 1974 🏛 Springer 🌐 English ⚖ 402 KB

On the inverse of the autocovariance mat

✍ Gooijer, J. G. 📂 Article 📅 1978 🏛 Springer-Verlag ⚖ 351 KB

The Sampling Properties of Conditional I

✍ Marco Reale and Granville Tunnicliffe Wilson 📂 Article 📅 2002 🏛 Oxford University Press 🌐 English ⚖ 147 KB