Pages that link to "Item:Q2445715"
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The following pages link to Real time detection of structural breaks in GARCH models (Q2445715):
Displayed 11 items.
- Empirical analysis of structural change in credit default swap volatility (Q336123) (← links)
- Bayesian non-parametric mixtures of GARCH(1,1) models (Q454766) (← links)
- Modelling breaks and clusters in the steady states of macroeconomic variables (Q1623520) (← links)
- Efficient Gibbs sampling for Markov switching GARCH models (Q1659098) (← links)
- Long memory and nonlinearities in realized volatility: a Markov switching approach (Q1927150) (← links)
- A Kalman particle filter for online parameter estimation with applications to affine models (Q2046297) (← links)
- Real time detection of structural breaks in GARCH models (Q2445715) (← links)
- Marginal likelihood for Markov-switching and change-point GARCH models (Q2512618) (← links)
- Modeling covariance breakdowns in multivariate GARCH (Q2630346) (← links)
- Theory and inference for a Markov switching GARCH model (Q3004023) (← links)
- Asymmetric Volatility Models with Structural Breaks (Q3168366) (← links)