Pages that link to "Item:Q286453"
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The following pages link to Dynamic behavior of volatility in a nonstationary generalized regime-switching GARCH model (Q286453):
Displaying 3 items.
- A dynamic Markov regime-switching GARCH model and its cumulative impulse response function (Q1642424) (← links)
- A dynamic Markov regime-switching asymmetric GARCH model and its cumulative impulse response function (Q2138226) (← links)
- Nonnegative GARCH-type models with conditional Gamma distributions and their applications (Q6626724) (← links)
