Pages that link to "Item:Q3566441"

The following pages link to Bayesian estimation of a Markov-switching threshold asymmetric GARCH model with Student-<i>t</i> innovations (Q3566441):

Displaying 14 items.

• Estimation and properties of a time-varying GQARCH(1,1)-M model (Q642451) (← links)
• Bayesian estimation of an extended local scale stochastic volatility model (Q737916) (← links)
• Markov switching asymmetric GARCH model: stability and forecasting (Q779705) (← links)
• Value-at-risk via mixture distributions reconsidered (Q1039677) (← links)
• Long memory and nonlinearities in realized volatility: a Markov switching approach (Q1927150) (← links)
• Long memory and regime switching in the stochastic volatility modelling (Q2678633) (← links)
• A multivariate regime-switching GARCH model with an application to global stock market and real estate equity returns (Q2691761) (← links)
• Markov regime-switching autoregressive model with tempered stable distribution: simulation evidence (Q2697063) (← links)
• Bayesian analysis of periodic asymmetric power GARCH models (Q2697099) (← links)
• Asymmetric Volatility Models with Structural Breaks (Q3168366) (← links)
• A nesting framework for Markov-switching GARCH modelling with an application to the German stock market (Q5001140) (← links)
• Performance of MS-GARCH Models: Bayesian MCMC-Based Estimation (Q5049444) (← links)
• Markov switch smooth transition HYGARCH model: Stability and estimation (Q5077192) (← links)
• (Q5120591) (← links)