Pages that link to "Item:Q946254"
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The following pages link to On estimation in conditional heteroskedastic time series models under non-normal distribu\-tions (Q946254):
Displaying 3 items.
- Moment matrices in conditional heteroskedastic models under elliptical distributions with applications in AR-ARCH models (Q641782) (← links)
- Markov switching asymmetric GARCH model: stability and forecasting (Q779705) (← links)
- The role of orthogonal polynomials in adjusting hyperpolic secant and logistic distributions to analyse financial asset returns (Q894875) (← links)