SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
A New Model: The k-Factor GIGARCH Process
0 references·2 citing·9 second hop
A New Model: The k-Factor GIGARCH Process (2000)A New Model: The k-Factor GIGARCH ProcessMulti-Factor Gegenbauer Processes and European Inflation Rates (2011)Multi-Factor Gegenbauer Proce…Periodic Long-Memory GARCH Models (2008)Periodic Long-Memory GARCH Mo…Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)Answering the Skeptics: Yes, Standard Volatility Models do Provide Accurate Forecasts (1998)Precious metals under the microscope: a high-frequency analysis (2014)Singular Spectrum Analysis for signal extraction in Stochastic Volatility models (2016)Modeling and forecasting the oil volatility index (2019)Comparing Predictive Accuracy (1994)Comparing Predictive Accuracy (1995)Journal of the American Statistical Association (1995)
this work references cited by second hop

References

No references inside the corpus for this window.

Cited by

  • 2008Periodic Long-Memory GARCH Models27 cited
  • 2011Multi-Factor Gegenbauer Processes and European Inflation Rates17 cited

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