Dynamic behavior of volatility in a nonstationary generalized regime-switching GARCH model (Q286453): Difference between revisions

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-Eun-Ju Hwang
@@ Property / author: Eun-Ju Hwang / rank @@
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+Eun-Ju Hwang
@@ Property / author: Eun-Ju Hwang / rank @@
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@@ Property / MaRDI profile type @@
+MaRDI publication profile
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.spl.2016.04.002
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@@ Property / OpenAlex ID @@
+W2320000550
@@ Property / OpenAlex ID: W2320000550 / rank @@
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@@ Property / cites work @@
+Theory and inference for a Markov switching GARCH model
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@@ Property / cites work @@
+Q5560061
@@ Property / cites work: Q5560061 / rank @@
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+The functional central limit theorem and structural change test for the \(\mathrm{HAR}(\infty)\) model
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+On dynamics of volatilities in nonstationary GARCH models
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@@ Property / cites work @@
+ESTIMATION FOR A NONSTATIONARY SEMI-STRONG GARCH(1,1) MODEL WITH HEAVY-TAILED ERRORS
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@@ links / mardi / name / links / mardi / name @@
+Publication:286453