Pages that link to "Item:Q1023483"
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The following pages link to Modelling nonlinearities and heavy tails via threshold normal mixture GARCH models (Q1023483):
Displaying 5 items.
- A long memory model with normal mixture GARCH (Q656952) (← links)
- Asymmetric multivariate normal mixture GARCH (Q961408) (← links)
- Deriving the autocovariances of powers of Markov-switching GARCH models, with applications to statistical inference (Q1023632) (← links)
- Modeling tails of aggregate economic processes in a stochastic growth model (Q1623510) (← links)
- Bayesian option pricing using mixed normal heteroskedasticity models (Q1623554) (← links)
