Pages that link to "Item:Q1642424"
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The following pages link to A dynamic Markov regime-switching GARCH model and its cumulative impulse response function (Q1642424):
Displaying 7 items.
- Dynamic behavior of volatility in a nonstationary generalized regime-switching GARCH model (Q286453) (← links)
- An impulse-response function for a vector autoregression with multivariate GARCH-in-mean (Q1925982) (← links)
- The impulse response function of the long memory GARCH process (Q1928718) (← links)
- A dynamic Markov regime-switching asymmetric GARCH model and its cumulative impulse response function (Q2138226) (← links)
- Markov-Switching GARCH Modelling of Value-at-Risk (Q3574728) (← links)
- Dynamic Censored Regression and the Open Market Desk Reaction Function (Q5392699) (← links)
- Nonnegative GARCH-type models with conditional Gamma distributions and their applications (Q6626724) (← links)