The following pages link to F. Javier Trívez (Q3184485):
Displaying 5 items.
- Detecting level shifts in ARMA-GARCH (1,1) Models (Q3184487) (← links)
- Specification error caused by level shifts and temporary changes in ARMA–GARCH models (Q3543756) (← links)
- Effects of level shifts and temporary changes on the estimation of GARCH models (Q3589968) (← links)
- Analyzing the effects of level shifts and temporary changes on the identification of ARIMA models (Q4266352) (← links)
- Forecasting volatility in GARCH models with additive outliers (Q5440098) (← links)
