Pages that link to "Item:Q1012221"
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The following pages link to Persistent-threshold-GARCH processes: model and application (Q1012221):
Displayed 3 items.
- Explosive volatilities for threshold-GARCH processes generated by asymmetric innovations (Q1044011) (← links)
- A dynamic Markov regime-switching GARCH model and its cumulative impulse response function (Q1642424) (← links)
- A dynamic Markov regime-switching asymmetric GARCH model and its cumulative impulse response function (Q2138226) (← links)