Pages that link to "Item:Q3566441"

The following pages link to Bayesian estimation of a Markov-switching threshold asymmetric GARCH model with Student-<i>t</i> innovations (Q3566441):

Displaying 3 items.

• Estimation and properties of a time-varying GQARCH(1,1)-M model (Q642451) (← links)
• Bayesian estimation of an extended local scale stochastic volatility model (Q737916) (← links)
• Markov switching asymmetric GARCH model: stability and forecasting (Q779705) (← links)