https://ideas.repec.org/a/taf/emetrv/v34y2015i6-10p1172-1192.html
GARCH Model Estimation Using Estimated Quadratic Variation
Downloadable (with restrictions)! We consider estimates of the parameters of Generalized Autoregressive Conditional Heteroskedasticity (GARCH) models obtained...
garch modelestimationusingestimatedquadratic
https://www.interactivebrokers.com/campus/tag/garch-model/
GARCH Model | Tag Archive | IBKR Campus
garch modeltag archiveibkrcampus
https://ideas.repec.org/p/dpr/wpaper/0549.html
Asymptotic Theory for a Vector ARMA-GARCH Model
Downloadable! This paper investigates the asymptotic theory for a vector ARMA-GARCH model. The conditions for the strict stationarity, ergodicity, and the...
asymptotic theoryvectorarmagarchmodel