Pages that link to "Item:Q959303"
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The following pages link to Unobserved component models with asymmetric conditional variances (Q959303):
Displayed 7 items.
- Indirect estimation of large conditionally heteroskedastic factor models, with an application to the Dow 30 stocks (Q295688) (← links)
- Asymmetric multivariate normal mixture GARCH (Q961408) (← links)
- Conditionally heteroscedastic unobserved component models and their reduced form (Q974179) (← links)
- An analysis of the flexibility of asymmetric power GARCH models (Q1010472) (← links)
- Editorial: 2nd special issue on statistical signal extraction and filtering (Q1020884) (← links)
- Volatility forecasting using threshold heteroskedastic models of the intra-day range (Q1023630) (← links)
- A non-parametric statistic for testing conditional heteroscedasticity for unobserved component models (Q5861525) (← links)