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The moment structure of ARCH processes
Data up to Jan 2025
Published1985
Citations165
References6
Total Citations Per Year
Abstract
References (6)
Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
1982 • 19,770 citations
Time Series: Data Analysis and Theory.
1982 • 1,455 citations
Martingale Central Limit Theorems
1971 • 709 citations
Estimates of the Variance of U. S. Inflation Based upon the ARCH Model
1983 • 474 citations
ARMA MODELS WITH ARCH ERRORS
1984 • 290 citations
On Limit Theorems for Quadratic Functions of Discrete Time Series
2010 • 134 citations
Cited By (0)
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