Random Coefficient Formulation of Conditional Heteroskedasticity and Augmented ARCH Models.pdf
Interaction Between Autocorrelation and Conditional Heteroskedasticity A Random Coefficient Approach.pdf
ARCH Models Properties, Estimation and Testing.pdf
ARCH and Bilinearity as Competing Models for Nonlinear Dependence.pdf
A Joint Test for ARCH and Bilinearity in the Regression Model.pdf
A Class of Nonlinear ARCH Models.pdf