Pages that link to "Item:Q3616249"

The following pages link to Misspecification and Domain Issues in Fitting Garch(1, 1) Models: A Monte Carlo Investigation (Q3616249):

Displaying 3 items.

• Computational tools for comparing asymmetric GARCH models via Bayes factors (Q419441) (← links)
• Specification tests for the error distribution in GARCH models (Q1927139) (← links)
• Stationarity domains for \(\delta\)-power GARCH process with heavy tails (Q2467374) (← links)