Pages that link to "Item:Q1424647"
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The following pages link to Likelihood inference in BL-GARCH models (Q1424647):
Displaying 8 items.
- Modelling asymmetric volatility dynamics by multivariate BL-GARCH models (Q1039975) (← links)
- BL-GARCH models and asymmetries in volatility (Q1766989) (← links)
- A new nonlinear formulation for GARCH models (Q2376629) (← links)
- On an independent and identically distributed mixture bilinear time-series model (Q3077682) (← links)
- BL-GARCH models with elliptical distributed innovations (Q3589975) (← links)
- Markov-switching <i><i>BILINEAR</i> − <i>GARCH</i></i> models: Structure and estimation (Q4638707) (← links)
- Likelihood-Based Estimation of Latent Generalized ARCH Structures (Q5475052) (← links)
- <i>QMLE</i> of periodic time-varying bilinear– <i>GARCH</i> models (Q5866068) (← links)