Markov switching component GARCH model: Stability and forecasting (Q2816418): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W2962687598
@@ Property / OpenAlex ID: W2962687598 / rank @@
+Normal rank
@@ Property / arXiv ID @@
+.5525
@@ Property / arXiv ID: 1303.5525 / rank @@
+Normal rank
@@ Property / cites work @@
+ON THE STATIONARITY OF MARKOV-SWITCHING GARCH PROCESSES
+Normal rank
@@ Property / cites work @@
+Hidden Markov Mixture Autoregressive Models: Stability and Moments
+Normal rank
@@ Property / cites work @@
+Theory and inference for a Markov switching GARCH model
+Normal rank
@@ Property / cites work @@
+Generalized autoregressive conditional heteroscedasticity
+Normal rank
@@ Property / cites work @@
+Calculating posterior distributions and modal estimates in Markov mixture models
+Normal rank
@@ Property / cites work @@
+Modeling volatility persistence of speculative returns: a new approach
+Normal rank
@@ Property / cites work @@
+Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
+Normal rank
@@ Property / cites work @@
+Q2744679
@@ Property / cites work: Q2744679 / rank @@
+Normal rank
@@ Property / cites work @@
+Autoregressive conditional heteroskedasticity and changes in regime
+Normal rank
@@ Property / cites work @@
+Bayesian analysis of switching ARCH models
@@ Property / cites work: Bayesian analysis of switching ARCH models / rank @@
+Normal rank
@@ Property / cites work @@
+Q3222981
@@ Property / cites work: Q3222981 / rank @@
+Normal rank
@@ Property / cites work @@
+MODELING MULTIPLE REGIMES IN FINANCIAL VOLATILITY WITH A FLEXIBLE COEFFICIENT GARCH(1,1) MODEL
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:2816418