Pages that link to "Item:Q5190582"
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The following pages link to Geometric Ergodicity and Moment Conditions for a Seasonal GARCH Model with Periodic Coefficients (Q5190582):
Displayed 4 items.
- A note on integrated periodic \textit{GARCH} processes (Q2452884) (← links)
- Estimation and Asymptotic Properties in Periodic<i>GARCH</i>(1, 1) Models (Q2864659) (← links)
- Probabilistic properties of a Markov-switching periodic GARCH process (Q3297110) (← links)
- Power periodic threshold GARCH model: Structure and estimation (Q5076941) (← links)