Pages that link to "Item:Q5111779"
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The following pages link to Volatility asymmetry in functional threshold GARCH model (Q5111779):
Displayed 2 items.
- Nonparametric threshold estimation of spot volatility based on high-frequency data for time-dependent diffusion models with jumps (Q2114256) (← links)
- Comparing the performances of symmetric and asymmetric generalized autoregressive conditionally heteroscedasticity models based on long-memory models under different distributions (Q6172132) (← links)