ARCH Models for Financial Applications-Reference-Cited by-同舟云学术

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ARCH Models for Financial Applications

Published:2010-04-16 Issue: Volume: Page:
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Author:

Xekalaki Evdokia,Degiannakis Stavros

Publisher

John Wiley & Sons, Ltd

Cited by 51 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. Novel Insights into Estimation of Bilinear Time Series Models with Exponential and Symmetric Coefficients;Symmetry;2024-03-31

2. Forecasting volatility in Asian financial markets: evidence from recursive and rolling window methods;SN Business & Economics;2022-09-29

3. Spectral analysis for GARCH processes through a bilinear representation;Communications in Statistics - Theory and Methods;2022-02-17

4. Combining Upside and Downside Volatility in Investment Decision;Journal of Mathematical Finance;2022

5. Option pricing using high-frequency futures prices;The Journal of Risk;2021

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