Pages that link to "Item:Q3004023"
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The following pages link to Theory and inference for a Markov switching GARCH model (Q3004023):
Displaying 38 items.
- Dynamic behavior of volatility in a nonstationary generalized regime-switching GARCH model (Q286453) (← links)
- Bayesian non-parametric mixtures of GARCH(1,1) models (Q454766) (← links)
- Stable mixture GARCH models (Q528154) (← links)
- A long memory model with normal mixture GARCH (Q656952) (← links)
- Local non-stationarity test in mean for Markov switching GARCH models: an approximate Bayesian approach (Q736570) (← links)
- Markov switching asymmetric GARCH model: stability and forecasting (Q779705) (← links)
- Probabilistic properties of periodic GARCH prosses (Q1009536) (← links)
- Maximum likelihood estimation of the Markov-switching GARCH model (Q1623509) (← links)
- Bayesian option pricing using mixed normal heteroskedasticity models (Q1623554) (← links)
- A dynamic Markov regime-switching GARCH model and its cumulative impulse response function (Q1642424) (← links)
- Efficient Gibbs sampling for Markov switching GARCH models (Q1659098) (← links)
- Parameter estimation of Markov switching bilinear model using the (EM) algorithm (Q1680935) (← links)
- Maximum likelihood estimation of the Markov-switching GARCH model based on a general collapsing procedure (Q1703024) (← links)
- Ergodicity conditions for a double mixed Poisson autoregression (Q1726882) (← links)
- Statistical inference for mixture GARCH models with financial application (Q2135925) (← links)
- Structural change in the link between oil and the European stock market: implications for risk management (Q2178931) (← links)
- High-frequency volatility modeling: a Markov-switching autoregressive conditional intensity model (Q2246711) (← links)
- Marginal likelihood for Markov-switching and change-point GARCH models (Q2512618) (← links)
- Estimation of flexible fuzzy GARCH models for conditional density estimation (Q2629962) (← links)
- Markov-switching quantile autoregression: a Gibbs sampling approach (Q2691752) (← links)
- Modeling time-varying parameters using artificial neural networks: a GARCH illustration (Q2700575) (← links)
- Conditional Density Estimation Using Fuzzy GARCH Models (Q2805784) (← links)
- Markov switching component GARCH model: Stability and forecasting (Q2816418) (← links)
- Asymmetric Volatility Models with Structural Breaks (Q3168366) (← links)
- Probabilistic properties of a Markov-switching periodic GARCH process (Q3297110) (← links)
- Markov Switching GARCH Models: Filtering, Approximations and Duality (Q4609750) (← links)
- A nesting framework for Markov-switching GARCH modelling with an application to the German stock market (Q5001140) (← links)
- State Heterogeneity Analysis of Financial Volatility using high‐frequency Financial Data (Q5030954) (← links)
- Performance of MS-GARCH Models: Bayesian MCMC-Based Estimation (Q5049444) (← links)
- Markov switch smooth transition HYGARCH model: Stability and estimation (Q5077192) (← links)
- Stationarity and ergodicity of Markov switching positive conditional mean models (Q5095291) (← links)
- EMU equity markets' return variance and spillover effects from the short-term interest rate (Q5746775) (← links)
- Markov switching quantile autoregression (Q6064121) (← links)
- Volatility models for stylized facts of high‐frequency financial data (Q6135344) (← links)
- A simulation study on the Markov regime-switching zero-drift GARCH model (Q6148769) (← links)
- Score-driven multi-regime Markov-switching EGARCH: empirical evidence using the Meixner distribution (Q6553225) (← links)
- Markov Switching Garch Models: Higher Order Moments, Kurtosis Measures, and Volatility Evaluation in Recessions and Pandemic (Q6620992) (← links)
- Nonnegative GARCH-type models with conditional Gamma distributions and their applications (Q6626724) (← links)
