Pages that link to "Item:Q1771421"
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The following pages link to Stationarity and moment structure for Box-Cox transformed threshold GARCH(1,1) processes (Q1771421):
Displayed 3 items.
- The autocorrelation structure of the Markov-switching asymmetric power GARCH process (Q945788) (← links)
- Stationarity for a Markov-switching Box-Cox transformed threshold GARCH process (Q2467375) (← links)
- On the tail behaviors of Box-Cox transformed threshold GARCH(1,1) process (Q2497786) (← links)