scientific article
From MaRDI portal
Publication:3368225
zbMath1078.91565MaRDI QIDQ3368225
Publication date: 27 January 2006
Full work available at URL: http://www.bepress.com/snde/vol3/iss2/art1
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Related Items
A multiple regime smooth transition heterogeneous autoregressive model for long memory and asymmetries, Estimation of flexible fuzzy GARCH models for conditional density estimation, Optimal and coherent economic-capital structures: evidence from long and short-sales trading positions under illiquid market perspectives, Applications of parameterized nonlinear ordinary differential equations and dynamic systems: an example of the Taiwan stock index, Markov switch smooth transition HYGARCH model: Stability and estimation, Augmenting the realized-GARCH: the role of signed-jumps, attenuation-biases and long-memory effects, Volatility asymmetry in functional threshold GARCH model, Modeling time-varying parameters using artificial neural networks: a GARCH illustration, Copula parameter change test for nonlinear AR models with nonlinear GARCH errors, GARCH model selection criteria, A robust forward weighted Lagrange multiplier test for conditional heteroscedasticity, Marginal likelihood for Markov-switching and change-point GARCH models, Efficiency comparisons of maximum-likelihood-based estimators in GARCH models, Markov switching asymmetric GARCH model: stability and forecasting, Strong orthogonal decompositions and non-linear impulse response functions for infinite-variance processes, Properties of moments of a family of GARCH processes, Specification and testing of multiplicative time-varying GARCH models with applications, Evaluating GARCH models.
