Pages that link to "Item:Q419142"
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The following pages link to Asymmetric GARCH processes featuring both threshold effect and bilinear structure (Q419142):
Displaying 11 items.
- Quasilikelihood and quasi-maximum likelihood for GARCH-type processes: estimating function approach (Q488612) (← links)
- Model selection based on value-at-risk backtesting approach for GARCH-type models (Q2190298) (← links)
- Modelling and forecasting stock volatility and return: a new approach based on quantile Rogers-Satchell volatility measure with asymmetric bilinear CARR model (Q2700553) (← links)
- Markov-switching <i><i>BILINEAR</i> − <i>GARCH</i></i> models: Structure and estimation (Q4638707) (← links)
- On the threshold innovation in quasi-likelihood for conditionally heteroscedastic time series (Q5082676) (← links)
- The copula directional dependence by stochastic volatility models (Q5085923) (← links)
- Martingale Estimating Functions for Stochastic Processes: A Review Toward a Unifying Tool (Q5167874) (← links)
- Non-ergodic martingale estimating functions and related asymptotics (Q5169781) (← links)
- <i>QMLE</i> of periodic time-varying bilinear– <i>GARCH</i> models (Q5866068) (← links)
- Quantum prediction GJR model and its applications (Q6552786) (← links)
- On the existence of stationary threshold bilinear processes (Q6581351) (← links)
