Pages that link to "Item:Q4638707"
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The following pages link to Markov-switching <i><i>BILINEAR</i> − <i>GARCH</i></i> models: Structure and estimation (Q4638707):
Displaying 6 items.
- Statistical inference for mixture GARCH models with financial application (Q2135925) (← links)
- QMLE for periodic time-varying asymmetric log GARCH models (Q2231570) (← links)
- <i>QMLE</i> of periodic time-varying bilinear– <i>GARCH</i> models (Q5866068) (← links)
- (Q6143453) (← links)
- A doubly Markov switching \textit{AR} model: some probabilistic properties and strong consistency (Q6147566) (← links)
- Likelihood-based analysis in mixture global vars (Q6187958) (← links)
