Pages that link to "Item:Q1934140"
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The following pages link to Structural change and estimated persistence in the \(GARCH(1,1)\)-model (Q1934140):
Displayed 8 items.
- On the origin of high persistence in GARCH-models (Q429135) (← links)
- GARCH with omitted persistent covariate (Q485597) (← links)
- Long memory with Markov-switching GARCH (Q1934779) (← links)
- Spurious persistence in stochastic volatility (Q2451401) (← links)
- Flexible Fourier form for volatility breaks (Q2691729) (← links)
- Parameter changes in GARCH model (Q5123601) (← links)
- Inflation uncertainty and economic growth: evidence from the LAD ARCH model (Q5124748) (← links)
- Neglecting structural breaks when estimating and valuing dynamic correlations for asset allocation (Q5860951) (← links)