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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

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

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

Asymptotic normality and parameter change test for bivariate Poisson INGARCH models

Asymptotic normality and parameter change test for bivariate Poisson INGARCH models

GARCH option pricing models with Meixner innovations

GARCH option pricing models with Meixner innovations