References

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• 1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation20,684 cited
• 1995Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation1,960 cited
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• 1997Augmented GARCH (p,q) process and its diffusion limit370 cited
• 2002Regular variation of GARCH processes359 cited
• 2002Stationarity and the existence of moments of a family of GARCH processes357 cited
• 2002NECESSARY AND SUFFICIENT MOMENT CONDITIONS FOR THE GARCH(r,s) AND ASYMMETRIC POWER GARCH(r,s) MODELS288 cited
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• 2002MOMENT STRUCTURE OF A FAMILY OF FIRST-ORDER EXPONENTIAL GARCH MODELS103 cited
• 2004WEAK DEPENDENCE: MODELS AND APPLICATIONS TO ECONOMETRICS96 cited
• 2006Strong approximation for the sums of squares of augmented GARCH sequences79 cited
• 2006Recent Advances in ARCH Modelling76 cited