Modelling nonlinearities and heavy tails via threshold normal mixture GARCH models (Q1023483): Difference between revisions

@@ Property / DOI @@
-.1016/j.csda.2007.05.007
@@ Property / DOI: 10.1016/j.csda.2007.05.007 / rank @@
-Normal rank
@@ Property / author @@
-Ioannis D. Vrontos
@@ Property / author: Ioannis D. Vrontos / rank @@
-Normal rank
@@ Property / author @@
-Petros Dellaportas
@@ Property / author: Petros Dellaportas / rank @@
-Normal rank
@@ Property / author @@
+Ioannis D. Vrontos
@@ Property / author: Ioannis D. Vrontos / rank @@
+Normal rank
@@ Property / author @@
+Petros Dellaportas
@@ Property / author: Petros Dellaportas / rank @@
+Normal rank
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+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.csda.2007.05.007
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+W2039141506
@@ Property / OpenAlex ID: W2039141506 / rank @@
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@@ Property / cites work @@
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+A full-factor multivariate GARCH model
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+On a Mixture Autoregressive Model
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@@ Property / DOI @@
+.1016/J.CSDA.2007.05.007
@@ Property / DOI: 10.1016/J.CSDA.2007.05.007 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:1023483