The following pages link to Random coefficient GARCH models (Q814261):
Displayed 14 items.
- RCA model with quadratic GARCH innovation distribution (Q452958) (← links)
- Random coefficient mixture (RCM) GARCH models (Q815363) (← links)
- A note on GARCH model identification (Q945144) (← links)
- Recent developments in volatility modeling and applications (Q955468) (← links)
- Combining estimating functions for volatility (Q999000) (← links)
- RCA models with GARCH innovations (Q1027477) (← links)
- RCA models with correlated errors (Q2371063) (← links)
- Weighted possibilistic moments of fuzzy numbers with applications to GARCH modeling and option pricing (Q2389909) (← links)
- Properties of a new family of volatility sign models (Q2458502) (← links)
- On the ARCH model with random coefficients (Q2472996) (← links)
- Fuzzy coefficient volatility (FCV) models with applications (Q2473222) (← links)
- Random coefficient volatility models (Q2483427) (← links)
- Forecasting volatility (Q2575551) (← links)
- Derivation of Kurtosis and Option Pricing Formulas for Popular Volatility Models with Applications in Finance (Q3518490) (← links)