Autoregressive conditional heteroskedasticity

Field
Subfield
Domain
OpenAlex	C23922673

Smeal faculty

• Charles Cao - score 0.8
• Liang Peng - score 0.6

Papers

• Inequality Constraints in the Univariate GARCH Model (1992) - cites 611
• Exploring Metropolitan Housing Price Volatility (2006) - cites 174