Pages that link to "Item:Q3064340"
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The following pages link to Skew-Normal Mixture and Markov-Switching GARCH Processes (Q3064340):
Displaying 6 items.
- Risk measures for skew normal mixtures (Q383836) (← links)
- A long memory model with normal mixture GARCH (Q656952) (← links)
- Maximum likelihood estimation of the Markov-switching GARCH model (Q1623509) (← links)
- Statistical inference for mixture GARCH models with financial application (Q2135925) (← links)
- A nesting framework for Markov-switching GARCH modelling with an application to the German stock market (Q5001140) (← links)
- (Q5125154) (← links)
