Pages that link to "Item:Q3408523"
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The following pages link to ON THE TAIL BEHAVIORS OF A FAMILY OF GARCH PROCESSES (Q3408523):
Displayed 4 items.
- 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)
- \(\mathrm{GARCH}(1,1)\) process can have arbitrarily heavy power tails (Q2471670) (← links)
- Stationarity of a family of GARCH processes (Q3653360) (← links)