Works cited by this work

13 works

Work: Comparison Results for GARCH Processes

1. Generalized autoregressive conditional heteroskedasticity

   Tim Bollerslev

   Article198611 citations

   ABIABI:AkademIndex/openalex/2026.other.024231

2. Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation

   Robert F. Engle

   Article19829 citations

   ABIABI:AkademIndex/openalex/2026.other.024230

3. Association of Random Variables, with Applications

   J. D. Esary, Frank Proschan, David W. Walkup

   Article19677 citations

   ABIABI:AkademIndex/openalex/2026.other.579757

4. Untitled

   Other1 citations

   ABIABI:AkademIndex/openalex/2026.other.676124

5. Untitled

   Other1 citations

   ABIABI:AkademIndex/openalex/2026.other.676125

6. Untitled

   Other1 citations

   ABIABI:AkademIndex/openalex/2026.other.676126

7. Untitled

   Other1 citations

   ABIABI:AkademIndex/openalex/2026.other.676127

8. Untitled

   Other1 citations

   ABIABI:AkademIndex/openalex/2026.other.676128

9. Untitled

   Other1 citations

   ABIABI:AkademIndex/openalex/2026.other.676129

10. Untitled

    Other1 citations

    ABIABI:AkademIndex/openalex/2026.other.676130

11. Untitled

    Other1 citations

    ABIABI:AkademIndex/openalex/2026.other.676131

12. Untitled

    Other1 citations

    ABIABI:AkademIndex/openalex/2026.other.676132

13. Untitled

    Other1 citations

    ABIABI:AkademIndex/openalex/2026.other.676133