Pages that link to "Item:Q2886955"
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The following pages link to ON THE STATIONARITY OF MARKOV-SWITCHING GARCH PROCESSES (Q2886955):
Displayed 12 items.
- Markov switching asymmetric GARCH model: stability and forecasting (Q779705) (← links)
- Efficient Gibbs sampling for Markov switching GARCH models (Q1659098) (← links)
- Parameter estimation of Markov switching bilinear model using the (EM) algorithm (Q1680935) (← links)
- Statistical inference for mixture GARCH models with financial application (Q2135925) (← links)
- Consistency of quasi-maximum likelihood estimator for Markov-switching bilinear time series models (Q2348337) (← links)
- On the Markov-switching bilinear processes: stationarity, higher-order moments and <i>β</i>-mixing (Q2804016) (← links)
- Markov switching component GARCH model: Stability and forecasting (Q2816418) (← links)
- Minimum distance estimation of Markov-switching bilinear processes (Q2953974) (← links)
- Theory and inference for a Markov switching GARCH model (Q3004023) (← links)
- Markov-switching <i><i>BILINEAR</i> − <i>GARCH</i></i> models: Structure and estimation (Q4638707) (← links)
- A nesting framework for Markov-switching GARCH modelling with an application to the German stock market (Q5001140) (← links)
- Markov switch smooth transition HYGARCH model: Stability and estimation (Q5077192) (← links)