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      Approaching complexity by stochastic methods: From biological systems to turbulence

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      Journal: Physics Reports
      Publisher: Elsevier BV

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          Individual Comparisons by Ranking Methods

          Frank Wilcoxon (1945)
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            Generalized autoregressive conditional heteroskedasticity

            Tim Bollerslev (1986)
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              Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation

              Robert F. Engle (1982)
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                Author and article information

                Journal
                Title: Physics Reports
                Abbreviated Title: Physics Reports
                Publisher: Elsevier BV
                ISSN (Print): 03701573
                Publication date Created: September 2011
                Publication date (Print): September 2011
                Volume: 506
                Issue: 5
                Pages: 87-162
                Article
                DOI: 10.1016/j.physrep.2011.05.003
                SO-VID: 1bfa424b-fcf0-4bca-b90c-dfec0e90951d
                Copyright © © 2011
                License:

                http://www.elsevier.com/tdm/userlicense/1.0/

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