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Random coefficient GARCH models

✍ Scribed by A. Thavaneswaran; S.S. Appadoo; M. Samanta

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Random coefficient mixture (RCM) GARCH m

✍ A. Thavaneswaran; S.S. Appadoo; J. Singh 📂 Article 📅 2005 🏛 Elsevier Science 🌐 English ⚖ 750 KB

Random Coefficient GARCH(1,1) Model With

✍ A. Klivecka 📂 Article 📅 2004 🏛 Springer 🌐 English ⚖ 591 KB

Semiparametric random coefficient regres

✍ Rudolf Beran 📂 Article 📅 1993 🏛 Springer Japan 🌐 English ⚖ 873 KB

Estimation in Random Coefficient Autoreg

✍ Alexander Aue; Lajos Horváth; Josef Steinebach 📂 Article 📅 2006 🏛 John Wiley and Sons 🌐 English ⚖ 158 KB

Estimation of nonlinear random coefficie

✍ Rogelio Q. Ramos; Sastry G. Pantula 📂 Article 📅 1995 🏛 Elsevier Science 🌐 English ⚖ 414 KB

Random coefficient first-order autoregre

✍ Lon-Mu Liu; George C. Tiao 📂 Article 📅 1980 🏛 Elsevier Science 🌐 English ⚖ 979 KB