Pages that link to "Item:Q5864441"
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The following pages link to Specification and testing of multiplicative time-varying GARCH models with applications (Q5864441):
Displaying 9 items.
- Stock market volatility and public information flow: a non-linear perspective (Q2036993) (← links)
- Choosing between persistent and stationary volatility (Q2112824) (← links)
- Testing constancy of unconditional variance in volatility models by misspecification and specification tests (Q2691672) (← links)
- Testing for misspecification in the short-run component of GARCH-type models (Q2691778) (← links)
- Time-varying asymmetry and tail thickness in long series of daily financial returns (Q2691782) (← links)
- Modeling time-variation over the business cycle (1960--2017): an international perspective (Q2691788) (← links)
- ADAPTATION FOR NONPARAMETRIC ESTIMATORS OF LOCALLY STATIONARY PROCESSES (Q6145541) (← links)
- Testing for an Omitted Multiplicative Long-Term Component in GARCH Models (Q6626297) (← links)
- Inference on GARCH-MIDAS models without any small-order moment (Q6667299) (← links)
