Pages that link to "Item:Q1044011"
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The following pages link to Explosive volatilities for threshold-GARCH processes generated by asymmetric innovations (Q1044011):
Displaying 9 items.
- Asymmetric GARCH processes featuring both threshold effect and bilinear structure (Q419142) (← links)
- Restricted normal mixture QMLE for non-stationary TGARCH(1,1) models (Q477106) (← links)
- Persistent-threshold-GARCH processes: model and application (Q1012221) (← links)
- Modelling the asymmetric volatility of electronics patents in the USA. (Q1418619) (← 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)
- Normal mixture quasi maximum likelihood estimation for non-stationary TGARCH(1,1) models (Q2454005) (← links)
- Autoregressive processes with generalized hyperbolic innovations (Q5083924) (← links)
- A new algorithm for maximum likelihood estimation in normal scale-mixture generalized autoregressive conditional heteroskedastic models (Q5220713) (← links)