Pages that link to "Item:Q3168366"

The following pages link to Asymmetric Volatility Models with Structural Breaks (Q3168366):

Displaying 2 items.

• A time varying \(\mathrm{GARCH}(p,q)\) model and related statistical inference (Q2637362) (← links)
• Integer autoregressive models with structural breaks (Q5129143) (← links)