Markov switch smooth transition HYGARCH model: Stability and estimation (Q5077192): Difference between revisions

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+ON THE STATIONARITY OF MARKOV-SWITCHING GARCH PROCESSES
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+Markov switching component GARCH model: Stability and forecasting
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+Bayesian estimation of a Markov-switching threshold asymmetric GARCH model with Student-<i>t</i> innovations
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+Fractionally integrated generalized autoregressive conditional heteroskedasticity
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+Theory and inference for a Markov switching GARCH model
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+Generalized autoregressive conditional heteroscedasticity
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+Calculating posterior distributions and modal estimates in Markov mixture models
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+Autoregressive conditional heteroskedasticity and changes in regime
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+Autoregressive Conditional Density Estimation
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+On the threshold hyperbolic GARCH models
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