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isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~accessRights:"restricted"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~subject:"Heteroscedasticity"
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Search: subject_exact:"Generalized autoregressive conditional heteroscedasticity"
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Bidarkota, Prasad V.
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Broto, Carmen
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Carnero, M. Angeles
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Payá, Ivan
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Peel, David
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Journal of econometrics
7
Economics letters
4
Applied economics letters
3
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2
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2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of financial econometrics
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Oxford bulletin of economics and statistics
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Paradigm : the journal of Institute of Management Technology
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1
Outliers and misleading leverage effect in asymmetric GARCH-type models
Carnero, M. Angeles
;
Pérez, Ana
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10012437834
Saved in:
2
Nonlinear causality tests and multivariate conditional heteroskedasticity : a simulation study
Pavlidis, Efthymios G.
;
Payá, Ivan
;
Peel, David
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
17
(
2013
)
3
,
pp. 297-312
Persistent link: https://www.econbiz.de/10009740330
Saved in:
3
Testing for conditional heteroscedasticity in the components of inflation
Broto, Carmen
;
Ruiz, Esther
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
13
(
2009
)
2
,
pp. 1-28
Persistent link: https://www.econbiz.de/10009513588
Saved in:
4
Issues of aggregation over time of conditional heteroscedastic volatility models : what kind of diffusion do we recover?
Trifi, Amine
(
contributor
)
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
10
(
2006
)
4
,
pp. 1-24
Persistent link: https://www.econbiz.de/10003559185
Saved in:
5
Neural tests for conditional heteroskedasticity in ARCH-M models
Peretti, Christian de
(
contributor
); …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
8
(
2004
)
3
Persistent link: https://www.econbiz.de/10002652224
Saved in:
6
Sectoral investigation of asymmetries in the conditional mean dynamics of the real U.S. GDP
Bidarkota, Prasad V.
(
contributor
)
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
3
(
1998
)
4
,
pp. 191-200
Persistent link: https://www.econbiz.de/10001769719
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