↓ Skip to main content
What is this page? Embed badge

Estimation in conditionally heteroscedastic time series models

Overview of attention for book
Cover of 'Estimation in conditionally heteroscedastic time series models'

Table of Contents

  1. Altmetric Badge
    Book Overview
  2. Altmetric Badge
    Chapter 1 Introduction
  3. Altmetric Badge
    Chapter 2 Some Mathematical Tools
  4. Altmetric Badge
    Chapter 3 Financial Time Series: Facts and Models
  5. Altmetric Badge
    Chapter 4 Parameter Estimation: An Overview
  6. Altmetric Badge
    Chapter 5 Quasi Maximum Likelihood Estimation in Conditionally Heteroscedastic Time Series Models: A Stochastic Recurrence Equations Approach
  7. Altmetric Badge
    Chapter 6 Maximum Likelihood Estimation in Conditionally Heteroscedastic Time Series Models
  8. Altmetric Badge
    Chapter 7 Quasi Maximum Likelihood Estimation in a Generalized Conditionally Heteroscedastic Time Series Model with Heavy—tailed Innovations
  9. Altmetric Badge
    Chapter 8 Whittle Estimation in a Heavy—tailed GARCH(1,1) Model
Attention for Chapter 1: Introduction
Altmetric Badge

Citations

dimensions_citation
90 Dimensions
Summary Dimensions citations
So far, Dimensions has found 90 publications that cite this research output.

90

The most recent citing publications are shown below. View all 90 publications that cite this research output on Dimensions.

This page shows the most recent citations of this research output.

Click here to find out how to access more activity.

This page is provided by Altmetric.