Pages that link to "Item:Q3408523"

The following pages link to ON THE TAIL BEHAVIORS OF A FAMILY OF GARCH PROCESSES (Q3408523):

Displaying 9 items.

• Asymmetric GARCH processes featuring both threshold effect and bilinear structure (Q419142) (← links)
• The autocorrelation structure of the Markov-switching asymmetric power GARCH process (Q945788) (← links)
• On the tvGARCH(1,1) model: existence, CLT, and tail index (Q946794) (← links)
• Robust generalized empirical likelihood for heavy tailed autoregressions with conditionally heteroscedastic errors (Q2256754) (← links)
• \(\mathrm{GARCH}(1,1)\) process can have arbitrarily heavy power tails (Q2471670) (← links)
• Robust estimation and inference for heavy tailed GARCH (Q2515512) (← links)
• Least tail-trimmed squares for infinite variance autoregressions (Q2852489) (← links)
• Stationarity of a family of GARCH processes (Q3653360) (← links)
• A Family of Markov‐Switching Garch Processes (Q5397964) (← links)