F. Fuchs
Finance · 2011
A researcher in the Science corpus: 1 paper; trusts 5 researchers and is trusted by 0 researchers here, as inferred from the citation graph.
Subfields
- Finance — 6 citations into it
Whom F. Fuchs trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts F. Fuchs overall
Papers from F. Fuchs's perspective
Ordered by how strongly the researchers F. Fuchs trusts endorse each paper. Same corpus, a different order for every researcher.
- Asymptotic theory for multivariate GARCH processes
- Markov Chains and Stochastic Stability
- On the Markov chain central limit theorem
- Multivariate GARCH models
- Regular variation of GARCH processes
- Stationarity, Mixing, Distributional Properties and Moments of GARCH(p, q)-Processes
- Multivariate GARCH Models: A Survey
- Fourth Moment Structure of Multivariate GARCH Models
- WEAKLY DEPENDENT CHAINS WITH INFINITE MEMORY
- Generalized autoregressive conditional heteroskedasticity
Their papers
- Stationarity and geometric ergodicity of BEKK multivariate GARCH models (2011) — 100 citations