ARCH models
Assessing the Performance of a Prediction Error Criterion Model Selection Algorithm in the Context of ARCH Models
34
Autoregressive Conditional Heteroskedasticity (ARCH) Models: A Review
79
Predictability and Model Selection in the Context of ARCH Models
27
Stationarity and geometric ergodicity of a class of nonlinear ARCH models
18
SPEC Model Selection Algorithm for ARCH Models: an Options Pricing Evaluation Framework
10
Strict stationarity testing and estimation of explosive ARCH models
40
Auto dependence structure of arch models: tail dependence coefficients
26
ARCH models for multi period forecast uncertainty a reality check using a panel of density forecasts
55
Strict stationarity testing and estimation of explosive ARCH models
40
Tail risk in pension funds: An analysis using ARCH models and bilinear processes
44
Partial Functional Linear Models with ARCH Errors
17
Modelling and Estimation of Volatility Using ARCH/GARCH Models in Jordan’s Stock Market
16
Evaluating the Forecast Performance of Autoregressive Conditional Heteroscedasticity (ARCH) Family Models
7
Rolling sampled parameters of ARCH and Levy stable models
27
Comparison of Commercially Available Arch Wires with Normal Dental Arch in a Group of Iranian Population
7
Modification in aortic arch replacement surgery
5
The morphology and clinical importance of the axillary arch
6
Right-sided aortic arch
6
Chinook arch over Calgary
18
Form finding of arch structures
253