Pages that link to "Item:Q3625281"
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The following pages link to The Effects of Structural Breaks in ARCH and GARCH Parameters on Persistence of GARCH Models (Q3625281):
Displayed 3 items.
- Forecasting volatility with time-varying coefficient regressions (Q2187983) (← links)
- Asymmetric Volatility Models with Structural Breaks (Q3168366) (← links)
- Generalized quasi maximum likelihood estimation for generalized autoregressive score models: simulations and real applications (Q5082783) (← links)