Some aspects of modeling conditional heteroskedasticity- Theory and applications.pdf
Random Coefficient Formulation of Conditional Heteroskedasticity and Augmented ARCH Models.pdf
On the formulation of a general structure for conditional heteroskedasticity.pdf
Interaction between autocorrelation and conditional heteroscedasticity- A random-coefficient approach.pdf
Information matrix test, parameter heterogeneity and ARCH- a synthesis.pdf