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Bartlett's formula for a general class of nonlinear processes

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References

1986Generalized autoregressive conditional heteroskedasticity22,329 cited
1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation20,684 cited
2004Maximum likelihood estimation of pure GARCH and ARMA-GARCH processes568 cited
2002NECESSARY AND SUFFICIENT MOMENT CONDITIONS FOR THE GARCH(r,s) AND ASYMMETRIC POWER GARCH(r,s) MODELS288 cited
2004Smooth Transition Regression Modeling186 cited

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2011A conditionally heteroskedastic model with time-varying coefficients for daily gas spot prices22 cited
2011NONLINEARITY OF ARCH AND STOCHASTIC VOLATILITY MODELS AND BARTLETT'S FORMULA21 cited

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