Dynamical approach in studying stability condition of exponential (GARCH) models-Reference-Cited by-同舟云学术

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Dynamical approach in studying stability condition of exponential (GARCH) models

Published:2020-01 Issue:1 Volume:32 Page:272-278
ISSN:1018-3647
Container-title:Journal of King Saud University - Science
language:en
Short-container-title:Journal of King Saud University - Science

Author:

Mohammad Azhar Abbas,Mudhir Abduljabbar Ali

Publisher

Elsevier BV

Subject

Multidisciplinary

Reference13 articles.

1. Black, Fischer, 1976. Studies of Stock Price Volatility Changes. In: Proceedings of the 1976 Meeting of the Business and Economic Statistics Section. American Statistical Association, Washington DC, 177–181.

2. Generalized Autoregressive Conditional Heteroskedasticity;Bollerslev;J. Econ.,1986

3. Autoregressive conditional heteroscedasticity with estimate of the variance of United Kingdom Inflation;Engle;Econometrica – The Econometric Soc.,1982

4. GARCH Models;Francq,2010

Cited by 2 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Stability Conditions for a Nonlinear Time Series Model;International Journal of Mathematics and Mathematical Sciences;2023-05-08

2. The hybrid model of autoregressive integrated moving average and fuzzy time series Markov chain on long-memory data;Frontiers in Applied Mathematics and Statistics;2022-12-05

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