Showing results 5 to 7 of 7
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Title | Author(s) | Issue Date | |
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Joint modeling of cointegration and conditional heteroscedasticity with applications Journal:Annals of the Institute of Statistical Mathematics | 2005 | ||
On fractionally integrated autoregressive moving-average time series models with conditional heteroscedasticity Journal:Journal of the American Statistical Association | 1997 | ||
Recent theoretical results for time series models with GARCH errors Journal:Journal of Economic Surveys | 2002 |