The convergence of optimization based GARCH estimators: theory and application (Q3298636): Difference between revisions

@@ Property / author @@
-Dietmar G. Maringer
@@ Property / author: Dietmar G. Maringer / rank @@
-Normal rank
@@ Property / author @@
+Dietmar G. Maringer
@@ Property / author: Dietmar G. Maringer / rank @@
+Normal rank
@@ Property / describes a project that uses @@
+JMulTi
@@ Property / describes a project that uses: JMulTi / rank @@
+Normal rank
@@ Property / describes a project that uses @@
+Excel
@@ Property / describes a project that uses: Excel / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1007/978-3-7908-1709-6_39
+Normal rank
@@ Property / OpenAlex ID @@
+W58581077
@@ Property / OpenAlex ID: W58581077 / rank @@
+Normal rank
@@ Property / cites work @@
+On the convergence of ``threshold accepting''
@@ Property / cites work: On the convergence of ``threshold accepting'' / rank @@
+Normal rank
@@ Property / cites work @@
+A comparison of the forecast performance of Markov‐switching and threshold autoregressive models of US GNP
+Normal rank
@@ Property / cites work @@
+Threshold accepting: A general purpose optimization algorithm appearing superior to simulated annealing
+Normal rank
@@ Property / cites work @@
+Q4214057
@@ Property / cites work: Q4214057 / rank @@
+Normal rank
@@ Property / cites work @@
+Portfolio management with heuristic optimization.
@@ Property / cites work: Portfolio management with heuristic optimization. / rank @@
+Normal rank
@@ Property / cites work @@
+On the accuracy of statistical procedures in Microsoft Excel 2003
+Normal rank
@@ Property / cites work @@
+Q2784327
@@ Property / cites work: Q2784327 / rank @@
+Normal rank