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Handbook of financial time series
44
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ECONIS (ZBW)
44
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1
An introduction to univariate GARCH models
Teräsvirta, Tim
- In:
Handbook of financial time series
,
(pp. 17-42)
.
2009
Persistent link: https://www.econbiz.de/10003833776
Saved in:
2
Stationary, mixing, distributional properties and moments of GARCH (p,q)-processes
Lindner, Alexander M.
- In:
Handbook of financial time series
,
(pp. 43-69)
.
2009
Persistent link: https://www.econbiz.de/10003833778
Saved in:
3
ARCH (∞) models and long memory properties
Giraitis, Liudas
;
Leipus, Remigijus
;
Surgailis, Donatas
- In:
Handbook of financial time series
,
(pp. 71-84)
.
2009
Persistent link: https://www.econbiz.de/10003833780
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4
A tour in the asymptotic theory of GARCH estimation
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Handbook of financial time series
,
(pp. 85-111)
.
2009
Persistent link: https://www.econbiz.de/10003833783
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5
Practical issues in the analysis of univariate GARCH models
Zivot, Eric
- In:
Handbook of financial time series
,
(pp. 113-155)
.
2009
Persistent link: https://www.econbiz.de/10003833789
Saved in:
6
Semiparametric and nonparametric ARCH modeling
Linton, Oliver
- In:
Handbook of financial time series
,
(pp. 157-167)
.
2009
Persistent link: https://www.econbiz.de/10003833925
Saved in:
7
Varying coefficient GARCH models
Čížek, Pavel
;
Spokojnyj, Vladimir G.
- In:
Handbook of financial time series
,
(pp. 169-185)
.
2009
Persistent link: https://www.econbiz.de/10003833937
Saved in:
8
Extreme value theory for GARCH processes
Davis, Richard A.
;
Mikosch, Thomas
- In:
Handbook of financial time series
,
(pp. 187-200)
.
2009
Persistent link: https://www.econbiz.de/10003833941
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9
Multivariate GARCH models
Silvennoinen, Annastiina
;
Teräsvirta, Timo
- In:
Handbook of financial time series
,
(pp. 201-229)
.
2009
Persistent link: https://www.econbiz.de/10003833947
Saved in:
10
Stochastic volatility: origins and overview
Shephard, Neil G.
;
Andersen, Torben
- In:
Handbook of financial time series
,
(pp. 233-254)
.
2009
Persistent link: https://www.econbiz.de/10003833953
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