Pages that link to "Item:Q1766989"
From MaRDI portal
The following pages link to BL-GARCH models and asymmetries in volatility (Q1766989):
Displayed 11 items.
- Asymmetric GARCH processes featuring both threshold effect and bilinear structure (Q419142) (← links)
- Modelling asymmetric volatility dynamics by multivariate BL-GARCH models (Q1039975) (← links)
- Likelihood inference in BL-GARCH models (Q1424647) (← links)
- Model selection based on value-at-risk backtesting approach for GARCH-type models (Q2190298) (← links)
- Persistence in volatility, conditional kurtosis, and the Taylor property in absolute value GARCH processes (Q2270866) (← links)
- Testing for misspecification in the short-run component of GARCH-type models (Q2691778) (← links)
- Modelling and forecasting stock volatility and return: a new approach based on quantile Rogers-Satchell volatility measure with asymmetric bilinear CARR model (Q2700553) (← links)
- (Q2974530) (← links)
- Markov-switching <i><i>BILINEAR</i> − <i>GARCH</i></i> models: Structure and estimation (Q4638707) (← links)
- Asymptotics for semi-strong augmented GARCH(1,1) model (Q5046800) (← links)
- <i>QMLE</i> of periodic time-varying bilinear– <i>GARCH</i> models (Q5866068) (← links)