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127-136 Downloads: Chang-Jin Kim ... Ling Hu and Peter Phillips; Stability of random coefficient ARCH models and aggregation schemes pp. ... Vol 151 (2009​)

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by CD Fuh · 2006 · Cited by 30 — models, ARMA models, (G)ARCH models and stochastic volatility. (SV) models ... switching Gaussian autoregression of Hamilton [33], (G)ARCH models of. Engle [​19] ... Statistics 32 151–173. MR1708120 ... Sinica 14 127–154. MR2036765. 3925e8d270

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