Engle, R.F. (1982) Autoregressive Conditional Heteroskedasticity with Estimates of the Variance of UK Inflation. Econometrica, 50, 987-1008. - References

Journals by Subject

Publish with us

Follow SCIRP

	customer@scirp.org
	+86 18163351462(WhatsApp)
	1655362766

	Paper Publishing WeChat

Article citationsMore>>

Engle, R.F. (1982) Autoregressive Conditional Heteroskedasticity with Estimates of the Variance of UK Inflation. Econometrica, 50, 987-1008. http://dx.doi.org/10.2307/1912773

has been cited by the following article:

Open Access

Articles

Application of the Improved Generalized Autoregressive Conditional Heteroskedast Model Based on the Autoregressive Integrated Moving Average Model in Data Analysis

Qi Yang, Yishu Wang

Open Journal of Statistics Vol.9 No.5, September 6, 2019

DOI: 10.4236/ojs.2019.95036
Open Access

Articles

Modeling Seasonal Fractionally Integrated Autoregressive Moving Average-Generalized Autoregressive Conditional Heteroscedasticity Model with Seasonal Level Shift Intervention

Lawrence Dhliwayo, Florance Matarise, Charles Chimedza

Open Journal of Statistics Vol.10 No.5, October 27, 2020

DOI: 10.4236/ojs.2020.105047
Open Access

Articles

Predicting Conditional Autoregressive Value-at-Risk for Stock Markets during Tranquil and Turbulent Periods

Anastassios A. Drakos, Georgios P. Kouretas, Leonidas Zarangas

Journal of Financial Risk Management Vol.4 No.3, September 30, 2015

DOI: 10.4236/jfrm.2015.43014
Open Access

Articles

Hypothesis Testing of Population Percentiles via the Wald Test with Bootstrap Variance Estimates

William D. Johnson, Jacob E. Romer

Open Journal of Statistics Vol.6 No.1, February 14, 2016

DOI: 10.4236/ojs.2016.61003
Open Access

Articles

Agriculture Sector Growth and Inflation in Ethiopia: Evidence from Autoregressive Distributed Lag Model

Endalkachew Kabtamu Mekonen

Open Journal of Business and Management Vol.8 No.6, October 14, 2020

DOI: 10.4236/ojbm.2020.86145

Follow SCIRP

	customer@scirp.org
	+86 18163351462(WhatsApp)
	1655362766

	Paper Publishing WeChat

Journals by Subject

Publish with us

Article citationsMore>>

Home

About SCIRP

Service

Policies