Author:
Amado Cristina,Teräsvirta Timo
Subject
Economics and Econometrics,Finance
Reference29 articles.
1. Modelling unconditional and conditional heteroskedasticity with smoothly time-varying structure;Amado,2008
2. Specification and testing of multiplicative Time-Varying GARCH models with applications;Amado,2012
3. Modelling volatility by variance decomposition;Amado;J. Econ.,2013
4. Modeling long memory and structural breaks in conditional variances: an adaptive FIGARCH approach;Baillie;J. Econ. Dyn. Control.,2009
5. Fractionally integrated generalized autoregressive conditional heteroskedasticity;Baillie;J. Econ.,1996
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