Pages that link to "Item:Q3103190"

The following pages link to Structure and estimation of a class of nonstationary yet nonexplosive GARCH models (Q3103190):

Displaying 3 items.

• Estimation and Asymptotic Properties in Periodic<i>GARCH</i>(1, 1) Models (Q2864659) (← links)
• Probabilistic properties of a Markov-switching periodic GARCH process (Q3297110) (← links)
• Volatility Estimation When the Zero-Process is Nonstationary (Q6586884) (← links)