Bera, A.. and Higgins, M.. (1993) ARCH models: Properties, estimation and testing, ... heteroscedasticity, Journal of Business and Economic Statistics, 14, 139–151.. ... and of some nonnegative time series, Journal of Econometrics, 52, 115–127.
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(unlike GARCH or EGARCH models, where the volatility is adapted to the infor-.. mation set It−1).
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by L Giraitis · Cited by 333 — E{mail: [email protected], Telephone: +44 (151) 794 4759.. Research ... The question of the existence of long memory ARCH models is taken up in Section 4.. We discuss ... Journal of Econometrics, 52, 115{127.. Breidt, F.. J., Crato ...
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