Pages that link to "Item:Q3632402"
From MaRDI portal
The following pages link to A NOTE ON INEQUALITY CONSTRAINTS IN THE GARCH MODEL (Q3632402):
Displaying 5 items.
- Fractionally integrated time varying GARCH model (Q257572) (← links)
- Non-negativity conditions for the hyperbolic GARCH model (Q736540) (← links)
- The ARMA alphabet soup: a tour of ARMA model variants (Q1950327) (← links)
- NEGATIVE VOLATILITY SPILLOVERS IN THE UNRESTRICTED ECCC-GARCH MODEL (Q3577703) (← links)
- A Note on Non‐Negative Arma Processes (Q5430503) (← links)