Citation map · Study

SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

A NOTE ON THE STATIONARITY AND THE EXISTENCE OF MOMENTS OF THE GARCH MODEL

1 references·7 citing·24 second hop

FromToDepth

this work references cited by second hop

References

1992Stationarity of Garch processes and of some nonnegative time series567 cited

Cited by

2011Financial Economics, Fat-Tailed Distributions40 cited
2005Asymptotic theory for ARCH-SM models: Lan and residual empirical processes39 cited
2004A multivariate conditional autoregressive range model34 cited
2009A Tour in the Asymptotic Theory of GARCH Estimation25 cited
2008Test for parameter change in ARMA models with GARCH innovations25 cited
2017On score vector- and residual-based CUSUM tests in ARMA–GARCH models24 cited
2009ASYMPTOTIC DISTRIBUTION-FREE DIAGNOSTIC TESTS FOR HETEROSKEDASTIC TIME SERIES MODELS20 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work