Pages that link to "Item:Q1368891"

The following pages link to On a threshold autoregression with conditional heteroscedastic variances (Q1368891):

Displaying 40 items.

• A multiple regime smooth transition heterogeneous autoregressive model for long memory and asymmetries (Q299262) (← links)
• The stationarity and invertibility of a class of nonlinear ARMA models (Q547390) (← links)
• On the threshold hyperbolic GARCH models (Q647173) (← links)
• A review of threshold time series models in finance (Q647177) (← links)
• A simple additivity test for conditionally heteroscedastic nonlinear autoregression (Q693254) (← links)
• Testing for a linear MA model against threshold MA models (Q817980) (← links)
• Persistent-threshold-GARCH processes: model and application (Q1012221) (← links)
• Some statistical results on autoregressive conditionally heteroscedastic models (Q1299538) (← links)
• Modeling threshold conditional heteroscedasticity with regime-dependent skewness and kurtosis (Q1658309) (← links)
• Stability and the Lyapounov exponent of threshold AR-ARCH models (Q1769418) (← links)
• Stationarity for a Markov-switching Box-Cox transformed threshold GARCH process (Q2467375) (← links)
• Asymptotic normality of coefficient estimates for a multidimensional threshold autoregression model (Q2720871) (← links)
• On buffered threshold GARCH models (Q2828615) (← links)
• Asymptotic theory on the least squares estimation of threshold moving-average models (Q2845020) (← links)
• Irreducibility and continuity assumptions for positive operators with application to threshold GARCH time series models (Q2996569) (← links)
• On Some Models for Value-At-Risk (Q3063860) (← links)
• Genetic algorithms for building double threshold generalized autoregressive conditional heteroscedastic models of time series (Q3298632) (← links)
• Hysteretic autoregressive time series models (Q3455819) (← links)
• On Guaranteed Sequential Change Point Detection for TAR(1)/ARCH(1) Process (Q3463538) (← links)
• Modelling financial time series with threshold nonlinearity in returns and trading volume (Q3505196) (← links)
• Evaluating the Lyapounov Exponent and Existence of Moments for Threshold AR-ARCH Models (Q3505317) (← links)
• Double threshold autoregressive conditionally heteroscedastic model building by genetic algorithms (Q3518407) (← links)
• MODELING MULTIPLE REGIMES IN FINANCIAL VOLATILITY WITH A FLEXIBLE COEFFICIENT GARCH(1,1) MODEL (Q3551018) (← links)
• Stability of nonlinear AR-GARCH models (Q3552833) (← links)
• Stability of nonlinear stochastic recursions with application to nonlinear AR-GARCH models (Q3590747) (← links)
• Testing for threshold autoregression with conditional heteroscedasticity (Q4364907) (← links)
• THRESHOLD AUTOREGRESSIVE MODELING IN FINANCE: THE PRICE DIFFERENCES OF EQUIVALENT ASSETS¹ (Q4372035) (← links)
• Geometric ergodicity of nonlinear autoregressive models with changing conditional variances (Q4527902) (← links)
• A nonparametric test of conditional autoregressive heteroscedasticity for threshold autoregressive models (Q4546739) (← links)
• On the probabilistic properties of a double threshold ARMA conditional heteroskedastic model (Q4944541) (← links)
• On the threshold innovation in quasi-likelihood for conditionally heteroscedastic time series (Q5082676) (← links)
• A local unit root test in mean for financial time series (Q5222373) (← links)
• On conditionally heteroscedastic AR models with thresholds (Q5413275) (← links)
• Threshold heteroskedastic models (Q5894596) (← links)
• Threshold heteroskedastic models (Q5906561) (← links)
• Contemporaneous asymmetry in GARCH processes (Q5932779) (← links)
• Threshold \(\text{Arch}(1)\) processes: Asymptotic inference (Q5952056) (← links)
• Revisiting the Canadian Lynx Time Series Analysis Through TARMA Models (Q6100941) (← links)
• Tail behaviours of multiple-regime threshold AR models with heavy-tailed innovations (Q6138256) (← links)
• Buffered Autoregressive Models With Conditional Heteroscedasticity: An Application to Exchange Rates (Q6616629) (← links)