Moving average conditional heteroskedastic processes

Publisher： Elsevier

ISSN： 0165-1765

Source： Economics Letters, Vol.49, Iss.4, 1995-10, pp. : 367-372

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract

Related content

A matrix evaluation of the moving-average representation

By Lyhagen J.

Economics Letters, Vol. 55, Iss. 2, 1997-08 ,pp. : 179-183

Elsevier

Access to resources Recommend Favorite

A simplified GLS estimator for autoregressive moving-average models

By Choudhury Askar H. Power Simon

Applied Economics Letters, Vol. 5, Iss. 4, 1998-04 ,pp. : 247-250

Routledge Ltd

Access to resources Recommend Favorite

An empirical comparison of moving average envelopes and Bollinger Bands

By Leung Joseph Man-Joe Chong Terence Tai-Leung

Applied Economics Letters, Vol. 10, Iss. 6, 2003-01 ,pp. : 339-341

Routledge Ltd

Access to resources Recommend Favorite

Asymptotic and Bootstrap Inference for AR(∞) Processes with Conditional Heteroskedasticity

By Gonçalves Sílvia

Econometric Reviews, Vol. 26, Iss. 6, 2007-11 ,pp. : 609-641

Taylor & Francis Ltd

Access to resources Recommend Favorite

What should the value of lambda be in the exponentially weighted moving average volatility model?

Applied Economics, Vol. 47, Iss. 8, 2015-02 ,pp. : 853-860

Routledge Ltd

Access to resources Recommend Favorite