On a Mixture GARCH Time-Series Model (Q3440750): Difference between revisions

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+Zhi-Qiang Zhang
@@ Property / author: Zhi-Qiang Zhang / rank @@
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+Kam-Chuen Yuen
@@ Property / author: Kam-Chuen Yuen / rank @@
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+MaRDI publication profile
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@@ Property / full work available at URL @@
+https://doi.org/10.1111/j.1467-9892.2006.00467.x
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+W2002513711
@@ Property / OpenAlex ID: W2002513711 / rank @@
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@@ Property / cites work @@
+Generalized autoregressive conditional heteroscedasticity
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@@ Property / cites work @@
+Stationarity of GARCH processes and of some nonnegative time series
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+Q4343010
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+Random difference equations and renewal theory for products of random matrices
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+Convergence in distribution of products of random matrices
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+Modeling Flat Stretches, Bursts, and Outliers in Time Series Using Mixture Transition Distribution Models
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+Q4523870
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+Q4353852
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+Limit theory for the sample autocorrelations and extremes of a GARCH \((1,1)\) process.
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+Tail index estimation for dependent data
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+Q4779802
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+On a Mixture Autoregressive Conditional Heteroscedastic Model
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