Pages that link to "Item:Q736540"
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The following pages link to Non-negativity conditions for the hyperbolic GARCH model (Q736540):
Displaying 8 items.
- A new hyperbolic GARCH model (Q888335) (← links)
- Stationarity and functional central limit theorem for ARCH(\(\infty\)) models (Q1787244) (← links)
- Forecasting volatility in bitcoin market (Q2022929) (← links)
- Order flow in the financial markets from the perspective of the fractional Lévy stable motion (Q2060649) (← links)
- The long memory HEAVY process: modeling and forecasting financial volatility (Q2070693) (← links)
- Adaptive hyperbolic asymmetric power ARCH (A-HY-APARCH) model: stability and estimation (Q2219432) (← links)
- ON MIXTURE MEMORY GARCH MODELS (Q5408110) (← links)
- Long-range memory test by the burst and inter-burst duration distribution (Q5856921) (← links)