Pages that link to "Item:Q1623509"

The following pages link to Maximum likelihood estimation of the Markov-switching GARCH model (Q1623509):

Displaying 13 items.

• Markov-switching linked autoregressive model for non-continuous wind direction data (Q1618103) (← links)
• Testing for the number of states in hidden Markov models (Q1659122) (← links)
• Parameter estimation of Markov switching bilinear model using the (EM) algorithm (Q1680935) (← links)
• Maximum likelihood estimation of the Markov-switching GARCH model based on a general collapsing procedure (Q1703024) (← links)
• Change point dynamics for financial data: an indexed Markov chain approach (Q2000694) (← links)
• On classifying the effects of policy announcements on volatility (Q2237181) (← links)
• Regime switching model estimation: spectral clustering hidden Markov model (Q2241182) (← links)
• High-frequency volatility modeling: a Markov-switching autoregressive conditional intensity model (Q2246711) (← links)
• A multivariate regime-switching GARCH model with an application to global stock market and real estate equity returns (Q2691761) (← links)
• Probabilistic properties of a Markov-switching periodic GARCH process (Q3297110) (← links)
• Markov Switching GARCH Models: Filtering, Approximations and Duality (Q4609750) (← links)
• A nesting framework for Markov-switching GARCH modelling with an application to the German stock market (Q5001140) (← links)
• Performance of MS-GARCH Models: Bayesian MCMC-Based Estimation (Q5049444) (← links)