1. Nonstationary Generalised Autoregressive Conditional Heteroskedasticity Modelling for Fitting Higher Order Moments of Financial Series within Moving Time Windows. (20th May 2022) Authors: Clerk, Luke De; Savel'ev, Sergey Other Names: Psaradakis Zacharias Academic Editor. Journal: Journal of probability and statistics Issue: Volume 2022(2022) Page Start: Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗