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Found 4 from your keywords: Subject : "GARCH model"
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Serial independence tests for innovations of conditional mean and variance models

Serial independence tests for innovations of conditional mean and variance models

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A new bivariate integer-valued GARCH model allowing for negative cross-correlation

A new bivariate integer-valued GARCH model allowing for negative cross-correlation

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Availability : 1 copies available for loan
Asymptotic normality and parameter change test for bivariate Poisson INGARCH models

Asymptotic normality and parameter change test for bivariate Poisson INGARCH models

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Availability : 1 copies available for loan
GARCH option pricing models with Meixner innovations

GARCH option pricing models with Meixner innovations

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Availability : none copy available