Pages that link to "Item:Q1010472"
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The following pages link to An analysis of the flexibility of asymmetric power GARCH models (Q1010472):
Displaying 7 items.
- Self-similarity in financial markets: a fractionally integrated approach (Q611788) (← links)
- Asymmetric multivariate normal mixture GARCH (Q961408) (← links)
- Saddlepoint approximations for the doubly noncentral \(t\) distribution (Q1019921) (← links)
- Strict stationarity and mixing properties of asymmetric power GARCH models allowing a signed volatility (Q1927544) (← links)
- Portmanteau test for the asymmetric power GARCH model when the power is unknown (Q2151687) (← links)
- A dominance approach for comparing the performance of VaR forecasting models (Q2203429) (← links)
- Approximating volatilities by asymmetric power GARCH functions (Q2810372) (← links)