The following pages link to Threshold heteroskedastic models (Q5906561):
Displaying 45 items.
- Goodness of fit assessment for a fractal model of stock markets (Q340460) (← links)
- Functional central limit theorems for augmented GARCH(\(p\),\(q\)) and FIGARCH processes (Q397230) (← links)
- Risk-parameter estimation in volatility models (Q473360) (← links)
- Comparison of value-at-risk models using the MCS approach (Q736648) (← links)
- Strong approximation for the sums of squares of augmented GARCH sequences (Q850764) (← links)
- Asymptotic inference in multiple-threshold double autoregressive models (Q888334) (← links)
- Bayesian analysis of the functional-coefficient autoregressive heteroscedastic model (Q899028) (← links)
- A double-threshold GARCH model of stock market and currency shocks on stock returns (Q960342) (← links)
- Comparison of nonnested asymmetric heteroskedastic models (Q1010561) (← links)
- Augmented GARCH\((p,q)\) process and its diffusion limit (Q1362059) (← links)
- On Chinese stock markets: how have they evolved over time? (Q1621929) (← links)
- Semiparametric score driven volatility models (Q1659100) (← links)
- Generalized dynamic factor models and volatilities: estimation and forecasting (Q1676377) (← links)
- The microstructural foundations of leverage effect and rough volatility (Q1709601) (← links)
- The dynamic and dependence of takaful and conventional stock return behaviours: evidence from the insurance industry in Saudi Arabia (Q1757620) (← links)
- Stability and the Lyapounov exponent of threshold AR-ARCH models (Q1769418) (← links)
- Stationarity and the existence of moments of a family of GARCH processes. (Q1858910) (← links)
- Forecasting of global market prices of major financial instruments (Q2004258) (← links)
- A justification of conditional confidence intervals (Q2044389) (← links)
- On the classification of financial data with domain agnostic features (Q2060754) (← links)
- LADE-based inferences for autoregressive models with heavy-tailed G-GARCH(1, 1) noise (Q2116336) (← links)
- Modeling volatility using state space models with heavy tailed distributions (Q2228729) (← links)
- Inference for 2-D GARCH models (Q2251693) (← links)
- What is beneath the surface? Option pricing with multifrequency latent states (Q2347726) (← links)
- Stock market contagion: a new approach (Q2416322) (← links)
- Properties of a new family of volatility sign models (Q2458502) (← links)
- Conditional asymmetry in power ARCH\((\infty)\) models (Q2697981) (← links)
- Outliers and misleading leverage effect in asymmetric GARCH-type models (Q2699591) (← links)
- Assessing the bias of maximum likelihood estimates of contaminated garch models (Q2703008) (← links)
- Inference for Box-Cox Transformed Threshold GARCH Models with Nuisance Parameters (Q2914954) (← links)
- On stationarity and ergodicity of the bilinear model with applications to GARCH models (Q3077644) (← links)
- GARCH model selection criteria (Q4647269) (← links)
- Threshold quantile autoregressive models (Q4979106) (← links)
- Asymptotics for semi-strong augmented GARCH(1,1) model (Q5046800) (← links)
- A dynamic analysis of stock markets using a hidden Markov model (Q5129065) (← links)
- Asymmetric COGARCH processes (Q5245621) (← links)
- Changepoints in times series of counts (Q5397949) (← links)
- Tests of Unit Root Hypothesis With Heavy-Tailed Heteroscedastic Noises (Q6039868) (← links)
- Portfolio management with higher moments: the cardinality impact (Q6066673) (← links)
- Stochastic volatility modeling based on doubly truncated Cauchy distribution and Bayesian estimation for Chinese stock market (Q6089350) (← links)
- On an asymmetric functional-coefficient ARCH-M model (Q6131404) (← links)
- Augmenting the realized-GARCH: the role of signed-jumps, attenuation-biases and long-memory effects (Q6138236) (← links)
- Ranking econometric techniques using geometrical benefit of doubt (Q6148802) (← links)
- A residual bootstrap for conditional value-at-risk (Q6193032) (← links)
- Estimación bayesiana de un Modelo Garch-M Bivariado (Q6203167) (← links)
