Stochastic volatility generated by product autoregressive models-Reference-Cited by-同舟云学术

Stochastic volatility generated by product autoregressive models

Published:2019-01 Issue:1 Volume:8 Page:
ISSN:2049-1573
Container-title:Stat
language:en
Short-container-title:STAT

Author:

Muhammed Anvar P.¹^ORCID,Balakrishna Narayana¹,Abraham Bovas²

Affiliation:

1. Department of StatisticsCochin University of Science and Technology Cochin Kerala India

2. Department of Statistics and Actuarial ScienceUniversity of Waterloo Waterloo ON Canada

Funder

University Grants Commission

Publisher

Wiley

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Link

https://onlinelibrary.wiley.com/doi/pdf/10.1002/sta4.232

Reference26 articles.

1. Product autoregressive models for non-negative variables

2. Gamma stochastic volatility models

3. Development of product autoregressive models;Balakrishna N.;Journal of Indian Statistical Association. The Golden Jubilee Issue,2012

4. Estimating function method for product autoregressive models;Balakrishna N.;Communications in Statistics‐Simulation and Computation,2017

5. Estimating functions and equations: An essay on historical developments with applications to econometrics;Bera A. K.;Palgrave Handbook of Econometrics,2006

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