Pages that link to "Item:Q1658309"
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The following pages link to Modeling threshold conditional heteroscedasticity with regime-dependent skewness and kurtosis (Q1658309):
Displaying 6 items.
- Modelling conditional heteroskedasticity and skewness using the skew-normal distribution (Q478213) (← links)
- (Q3099635) (← links)
- Nonparametric inferences for kurtosis and conditional kurtosis (Q3572648) (← links)
- Self-Excited Threshold Poisson Autoregression (Q4975415) (← links)
- Threshold heteroskedastic models (Q5906561) (← links)
- GTL regression: a linear model with skewed and thick-tailed disturbances (Q6172587) (← links)