Pages that link to "Item:Q2864659"

The following pages link to Estimation and Asymptotic Properties in Periodic<i>GARCH</i>(1, 1) Models (Q2864659):

Displaying 2 items.

• M-estimation for periodic GARCH model with high-frequency data (Q2401782) (← links)
• Probabilistic properties of a Markov-switching periodic GARCH process (Q3297110) (← links)