The following pages link to (Q3368225):
Displaying 18 items.
- A multiple regime smooth transition heterogeneous autoregressive model for long memory and asymmetries (Q299262) (← links)
- Markov switching asymmetric GARCH model: stability and forecasting (Q779705) (← links)
- A robust forward weighted Lagrange multiplier test for conditional heteroscedasticity (Q961418) (← links)
- Properties of moments of a family of GARCH processes (Q1302764) (← links)
- Applications of parameterized nonlinear ordinary differential equations and dynamic systems: an example of the Taiwan stock index (Q1656166) (← links)
- Copula parameter change test for nonlinear AR models with nonlinear GARCH errors (Q1731361) (← links)
- Efficiency comparisons of maximum-likelihood-based estimators in GARCH models (Q1808557) (← links)
- Evaluating GARCH models. (Q1858977) (← links)
- Optimal and coherent economic-capital structures: evidence from long and short-sales trading positions under illiquid market perspectives (Q2393345) (← 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)
- Modeling time-varying parameters using artificial neural networks: a GARCH illustration (Q2700575) (← links)
- Strong orthogonal decompositions and non-linear impulse response functions for infinite-variance processes (Q3417684) (← links)
- GARCH model selection criteria (Q4647269) (← links)
- Markov switch smooth transition HYGARCH model: Stability and estimation (Q5077192) (← links)
- Volatility asymmetry in functional threshold GARCH model (Q5111779) (← links)
- Specification and testing of multiplicative time-varying GARCH models with applications (Q5864441) (← links)
- Augmenting the realized-GARCH: the role of signed-jumps, attenuation-biases and long-memory effects (Q6138236) (← links)
