Pages that link to "Item:Q2497786"

The following pages link to On the tail behaviors of Box-Cox transformed threshold GARCH(1,1) process (Q2497786):

Displaying 8 items.

• Estimation and tests for power-transformed and threshold GARCH models (Q290965) (← links)
• The autocorrelation structure of the Markov-switching asymmetric power GARCH process (Q945788) (← links)
• Persistent-threshold-GARCH processes: model and application (Q1012221) (← links)
• Semiparametric efficient adaptive estimation of the GJR-GARCH model (Q1756033) (← links)
• Persistence in volatility, conditional kurtosis, and the Taylor property in absolute value GARCH processes (Q2270866) (← links)
• Stationarity for a Markov-switching Box-Cox transformed threshold GARCH process (Q2467375) (← links)
• Asymptotic variance–covariance matrix of sample autocorrelations for threshold-asymmetric GARCH processes (Q3396477) (← links)
• A Bayesian Analysis of Autoregressive Models with Exogenous Variables and Power-Transformed and Threshold GARCH Errors (Q5265882) (← links)