Two methods of parameter estimation for a general nonlinear autoregressive process with beta-ARCH innovations are discussed and the large sample properties of the estimators for each method are ...
Thomas J Catalano is a CFP and Registered Investment Adviser with the state of South Carolina, where he launched his own financial advisory firm in 2018. Thomas' experience gives him expertise in a ...
This is a preview. Log in through your library . Abstract Dairy commodity prices have become more volatile over the last 10–11 yr. The aim of this paper was to produce reliable price forecasts for the ...