Pages that link to "Item:Q1012221"
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The following pages link to Persistent-threshold-GARCH processes: model and application (Q1012221):
Displaying 8 items.
- Asymmetric GARCH processes featuring both threshold effect and bilinear structure (Q419142) (← links)
- Explosive volatilities for threshold-GARCH processes generated by asymmetric innovations (Q1044011) (← links)
- A dynamic Markov regime-switching GARCH model and its cumulative impulse response function (Q1642424) (← links)
- A dynamic Markov regime-switching asymmetric GARCH model and its cumulative impulse response function (Q2138226) (← links)
- On the tail behaviors of Box-Cox transformed threshold GARCH(1,1) process (Q2497786) (← links)
- Irreducibility and continuity assumptions for positive operators with application to threshold GARCH time series models (Q2996569) (← links)
- Volatility asymmetry in functional threshold GARCH model (Q5111779) (← links)
- DeepVol: volatility forecasting from high-frequency data with dilated causal convolutions (Q6657687) (← links)