Pages that link to "Item:Q5438584"
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The following pages link to ASSESSING AND TESTING FOR THRESHOLD NONLINEARITY IN STOCK RETURNS (Q5438584):
Displayed 6 items.
- Testing for nonlinearity in mean and volatility for heteroskedastic models (Q960346) (← links)
- Comparison of nonnested asymmetric heteroskedastic models (Q1010561) (← links)
- A Bayesian approach to relaxing parameter restrictions in multivariate GARCH models (Q1019488) (← links)
- Volatility forecasting using threshold heteroskedastic models of the intra-day range (Q1023630) (← links)
- Estimation and inference for exponential smooth transition nonlinear volatility models (Q1044066) (← links)
- Bayesian subset selection for threshold autoregressive moving-average models (Q2513329) (← links)