Author:
Farahpour F.,Eskandari Z.,Bahraminasab A.,Jafari G.R.,Ghasemi F.,Sahimi Muhammad,Reza Rahimi Tabar M.
Subject
Condensed Matter Physics,Statistics and Probability
Reference26 articles.
1. An Introduction to Econophysics: Correlations and Complexities in Finance;Mantegna,2000
2. T. Bollerslev, R.F. Engle, D.B. Nelson, ARCH models, Handbook of Econometrics, Elsevier Science BV, Amsterdam, The Netherlands, vol. 4, Chapter 49, 1994, pp. 2959–3038
3. T. Bollerslev, 31 (1986) 307
4. Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
5. Temporal Aggregation of Garch Processes
Cited by
17 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