Pages that link to "Item:Q467000"
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The following pages link to On dynamics of volatilities in nonstationary GARCH models (Q467000):
Displaying 7 items.
- Dynamic behavior of volatility in a nonstationary generalized regime-switching GARCH model (Q286453) (← links)
- The ZD-GARCH model: a new way to study heteroscedasticity (Q1680184) (← links)
- A dynamic Markov regime-switching asymmetric GARCH model and its cumulative impulse response function (Q2138226) (← links)
- RENORMING VOLATILITIES IN A FAMILY OF GARCH MODELS (Q4554606) (← links)
- Asymptotics for semi-strong augmented GARCH(1,1) model (Q5046800) (← links)
- Sample path properties of an explosive double autoregressive model (Q5862481) (← links)
- Estimación bayesiana de un Modelo Garch-M Bivariado (Q6203167) (← links)
