Modeling threshold conditional heteroscedasticity with regime-dependent skewness and kurtosis (Q1658309): Difference between revisions

@@ Property / cites work @@
+An Introduction to Functional Central Limit Theorems for Dependent Stochastic Processes
+Normal rank
@@ Property / cites work @@
+Generalized autoregressive conditional heteroscedasticity
+Normal rank
@@ Property / cites work @@
+Testing for threshold autoregression
@@ Property / cites work: Testing for threshold autoregression / rank @@
+Normal rank
@@ Property / cites work @@
+Consistency and limiting distribution of the least squares estimator of a threshold autoregressive model
+Normal rank
@@ Property / cites work @@
+Testing for Common Structures in a Panel of Threshold Models
+Normal rank
@@ Property / cites work @@
+Q4101268
@@ Property / cites work: Q4101268 / rank @@
+Normal rank
@@ Property / cites work @@
+Hypothesis Testing When a Nuisance Parameter is Present Only Under the Alternative
+Normal rank
@@ Property / cites work @@
+Q3753259
@@ Property / cites work: Q3753259 / rank @@
+Normal rank
@@ Property / cites work @@
+Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
+Normal rank
@@ Property / cites work @@
+Co-Integration and Error Correction: Representation, Estimation, and Testing
+Normal rank
@@ Property / cites work @@
+Maximum likelihood estimation of pure GARCH and ARMA-GARCH processes
+Normal rank
@@ Property / cites work @@
+Autoregressive Conditional Density Estimation
@@ Property / cites work: Autoregressive Conditional Density Estimation / rank @@
+Normal rank
@@ Property / cites work @@
+Q4315010
@@ Property / cites work: Q4315010 / rank @@
+Normal rank
@@ Property / cites work @@
+Gram-Charlier densities.
@@ Property / cites work: Gram-Charlier densities. / rank @@
+Normal rank
@@ Property / cites work @@
+On the probabilistic properties of a double threshold ARMA conditional heteroskedastic model
+Normal rank
@@ Property / cites work @@
+Q4523870
@@ Property / cites work: Q4523870 / rank @@
+Normal rank
@@ Property / cites work @@
+Regions of positive and unimodal series expansion of the Edgeworth and Gram-Charlier approximations
+Normal rank
@@ Property / cites work @@
+Q3999154
@@ Property / cites work: Q3999154 / rank @@
+Normal rank
@@ Property / cites work @@
+Testing for threshold autoregression with conditional heteroscedasticity
+Normal rank
@@ Property / cites work @@
+Q4947010
@@ Property / cites work: Q4947010 / rank @@
+Normal rank