Pages that link to "Item:Q5703229"
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The following pages link to Non‐linear GARCH models for highly persistent volatility (Q5703229):
Displaying 17 items.
- A simple additivity test for conditionally heteroscedastic nonlinear autoregression (Q693254) (← links)
- Efficient estimation of a multivariate multiplicative volatility model (Q736688) (← links)
- Self-exciting threshold binomial autoregressive processes (Q1622084) (← links)
- On the univariate representation of BEKK models with common factors (Q1695673) (← links)
- Stability and the Lyapounov exponent of threshold AR-ARCH models (Q1769418) (← links)
- Modeling time-varying parameters using artificial neural networks: a GARCH illustration (Q2700575) (← links)
- PARAMETER ESTIMATION IN NONLINEAR AR–GARCH MODELS (Q3108567) (← links)
- Evaluating the Lyapounov Exponent and Existence of Moments for Threshold AR-ARCH Models (Q3505317) (← links)
- MODELING MULTIPLE REGIMES IN FINANCIAL VOLATILITY WITH A FLEXIBLE COEFFICIENT GARCH(1,1) MODEL (Q3551018) (← links)
- Stability of nonlinear AR-GARCH models (Q3552833) (← links)
- Stability of nonlinear stochastic recursions with application to nonlinear AR-GARCH models (Q3590747) (← links)
- ERGODICITY, MIXING, AND EXISTENCE OF MOMENTS OF A CLASS OF MARKOV MODELS WITH APPLICATIONS TO GARCH AND ACD MODELS (Q3632419) (← links)
- LEAST SQUARES ESTIMATION FOR NONLINEAR REGRESSION MODELS WITH HETEROSCEDASTICITY (Q5024501) (← links)
- Modeling Conditional Correlations of Asset Returns: A Smooth Transition Approach (Q5080532) (← links)
- Volatility clustering in the presence of time-varying model parameters (Q5128972) (← links)
- Towards a Unified Approach for Proving Geometric Ergodicity and Mixing Properties of Nonlinear Autoregressive Processes (Q5467622) (← links)
- Transition from the Taylor rule to the zero lower bound (Q6039105) (← links)
