Pages that link to "Item:Q1703024"
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The following pages link to Maximum likelihood estimation of the Markov-switching GARCH model based on a general collapsing procedure (Q1703024):
Displaying 8 items.
- Maximum likelihood estimation of the Markov-switching GARCH model (Q1623509) (← links)
- Statistical inference for mixture GARCH models with financial application (Q2135925) (← links)
- On classifying the effects of policy announcements on volatility (Q2237181) (← links)
- Marginal likelihood for Markov-switching and change-point GARCH models (Q2512618) (← links)
- Probabilistic properties of a Markov-switching periodic GARCH process (Q3297110) (← links)
- Markov Switching GARCH Models: Filtering, Approximations and Duality (Q4609750) (← links)
- Volatility GARCH models with the ordered weighted average (OWA) operators (Q6086276) (← links)
- An extended Markov-switching model approach to latent heterogeneity in departmentalized manpower systems (Q6597418) (← links)