EGARCH, GJR-GARCH, TGARCH, AVGARCH, NGARCH, IGARCH and APARCH Models for Pathogens at Marine Recreational Sites

By G. Ali. 2013

71 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/e485009002c34f8fbd032d89530e3240e2cdf25b

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

1. Le Quyen Thieu
2. Christian Francq
3. Jean-Michel Zakoian
4. A. Ahmad
5. Olivier Wintenberger
6. Christian M. Hafner
7. S. Ling
8. Jean‐Marc Bardet

Citations in the corpus

• QML INFERENCE FOR VOLATILITY MODELS WITH COVARIATES (2015, background): “In practice, the choice of δ0 has little influence on the fitted volatility (see e.g., Ali, 2013).”