"Modeling Time-Varying Unconditional Variance by Means of a Free-Knot Spline-GARCH Model"

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Book	Author(s)	Year	Publisher
Modeling Time-Varying Unconditional Variance by Means of a Free-Knot Spline-GARCH Model	Oliver Old	1st ed. 2022	Springer Fachmedien Wiesbaden
A varying parameter model of stock returns	Young-Hoon Koo	1992
Time in Variance	Arkadiusz Misztal; Paul A. Harris; Jo Alyson Parker (Editors)	2021-09-23	Brill
Time-Varying Effect Modeling for the Behavioral, Social, and Health Sciences	Stephanie T. Lanza; Ashley N. Linden-Carmichael	1st ed. 2021	Springer International Publishing
Knot in Time	Alan Tucker	Nov 11, 2012	MAD Design, Incorporated
Time-Varying Network Optimization	Dan Sha; C. K. Wong	2007	Springer US
Kernel estimation of partial means and a general variance estimator	Whitney K. Newey	1992	Dept. of Economics, Massachusetts Institute of Technology
Knot insertion and deletion algorithms for B-spline curves and surfaces	Tom Lyche	1987	Society for Industrial and Applied Mathematics
Analysis of Periodically Time-Varying Systems	John A. Richards	1983	Springer Berlin Heidelberg
Modeling and Identification of Linear Parameter-Varying Systems	Roland Toth	2010	Springer Berlin Heidelberg
Model-Free Stabilization by Extremum Seeking	Alexander Scheinker; Miroslav Krstić	1st ed. 2017	Springer International Publishing
Time-Varying Systems and Computations	Patrick DeWilde; Alle-Jan van der Veen	1998	Springer US
Realization of linear discrete time-varying systems	Jose J. Ferrer Suarez	1984
Sequential decoding of time-varying convolutional codes	Barry Harold Lerich	1971	Naval Postgraduate School
Tecnomatix Plant Simulation: Modeling and Programming by Means of Examples	Steffen Bangsow	2016	Springer International Publishing
Tecnomatix Plant Simulation: Modeling and Programming by Means of Examples	Steffen Bangsow	2nd ed. 2020	Springer International Publishing
Some aspects of estimators in analysis of variance Model II	Gary Allen Green	1971	Naval Postgraduate School
Designing, modeling, building a model automobile	Fisher Body Craftsman's Guild.	1954	General Motors Corp.
A comparison of a random variance model and the Black-Scholes model of pricing long-term European options	Hun Y. Park	1991	College of Commerce and Business Administration, University of Illinois at Urbana-Champaign
"Shear dispersion" in time-varying flows.	W. C. Thacker	1977	Environmental Research Laboratories, Atlantic Oceanographic and Meteorological Laboratories
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Chapter	Author(s)	Book	Book Authors	Year	Publisher
Free-knot spline-GARCH model	Oliver Old	Modeling Time-Varying Unconditional Variance by Means of a Free-Knot Spline-GARCH Model	Oliver Old	1st ed. 2022	Springer Fachmedien Wiesbaden
ARCH, GARCH and Time-Varying Variance	John D. Levendis	Time Series Econometrics: Learning Through Replication	John D. Levendis	1st ed. 2018	Springer International Publishing
145 A Time-Varying Variance Model		Introduction to Time Series Modeling (Chapman & Hall CRC Monographs on Statistics & Applied Probability)	Genshiro Kitagawa	2010	Chapman and Hall/CRC
131 Time-Varying Variance Model		Introduction to Time Series Modeling (Chapman & Hall CRC Monographs on Statistics & Applied Probability)	Genshiro Kitagawa	2010	Chapman and Hall/CRC
Estimation of Time Varying Variance	Genshiro Kitagawa; Will Gersch	Smoothness Priors Analysis of Time Series	Genshiro Kitagawa; Will Gersch	1996	Springer New York
Spline Estimation for a Class of Time Series Variance Model	Xin-qian Wu; Wan-cai Yang; Shu-hong Zhang	The 19th International Conference on Industrial Engineering and Engineering Management	Ershi Qi; Jiang Shen; Runliang Dou	2013	Springer Berlin Heidelberg
2 The unconditional means model		Practical Multilevel Modeling Using R	Francis L. Huang	December 2022	SAGE Publications, Inc
Estimating Time-Varying Systematic Risk by Using Multivariate GARCH	Muttalath Kridsadarat	Uncertainty Analysis in Econometrics with Applications	Van-Nam Huynh; Vladik Kreinovich; Songsak Sriboonchitta; Komsan Suriya	2013	Springer Berlin Heidelberg
10. Estimation of Time Varying Variance		Smoothness priors analysis of time series /	Kitagawa, G.; Gersch, Will.	1996.	Springer,
GARCH Modeling	Christian M. Hafner	Complex Systems in Finance and Econometrics	Robert A. Meyers	2011	Springer New York
GARCH Modeling	Christian M. Hafner	Encyclopedia of Complexity and Systems Science	Robert A. Meyers	2009	Springer New York
Time-varying variance AR models		Bayesian Reasoning and Machine Learning	David Barber
Free-Knot Spline Approximation of Fractional Brownian Motion	Jakob Creutzig; Mikhail Lifshits	Monte Carlo and Quasi-Monte Carlo Methods 2006	Alexander Keller; Stefan Heinrich; Harald Niederreiter	2008	Springer Berlin Heidelberg
Modeling Multiple Asset Returns by a Time-Varying t Copula Model	Long Kang	Handbook of Financial Econometrics and Statistics	Cheng-Few Lee; John C. Lee	2015	Springer New York
Modeling Hydrological Process by ARIMA–GARCH Time Series	Reza Hadizadeh; Saeid Eslamian	Handbook of Drought and Water Scarcity: Principles of Drought and Water Scarcity	Saeid Eslamian; Faezeh Eslamian	2017	Routledge
Model-Free Replication of Variance		Listed Volatility and Variance Derivatives - A Python-based Guide	Yves J. Hilpisch Dr.,	2016	John Wiley & Sons
927 A multivariate GARCH model for the CAPM with time-varying covariances		Introductory Econometrics for Finance 3rd Edition	Brooks	2014	Cambridge University Press
Varying Coefficient GARCH Models	Pavel Čížek; Vladimir Spokoiny	Handbook of Financial Time Series	Thomas Mikosch; Jens-Peter Kreiß; Richard A. Davis; Torben Gustav Andersen	2009	Springer Berlin Heidelberg
GARCH Model		Machine Learning for Financial Risk Management with Python: Algorithms for Modeling Risk	Abdullah Karasan	2022	O'Reilly Media
GARCH Model		MATLAB Econometrics Toolbox™ User's Guide	The MathWorks, Inc.	2020	The MathWorks, Inc.
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