Pages that link to "Item:Q1766973"
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The following pages link to A nonlinear time series approach to modelling asymmetry in stock market indexes (Q1766973):
Displaying 10 items.
- A simple fractionally integrated model with a time-varying long memory parameter \(d_t\) (Q928150) (← links)
- Modeling the changing asymmetry of conditional variances (Q1351734) (← links)
- Likelihood inference in BL-GARCH models (Q1424647) (← links)
- Nonlinear modelling and forecasting of S\& P 500 volatility (Q1614020) (← links)
- A trend-switching financial time series model with level-duration dependence (Q1954678) (← links)
- Co-movements and asymmetric volatility in the Portuguese and U.S. Stock markets (Q2432371) (← links)
- Skewed non-Gaussian GARCH models for cryptocurrencies volatility modelling (Q2663482) (← links)
- (Q3056718) (← links)
- Modelling nonlinearities in equity returns: the mean impact curve analysis (Q5404070) (← links)
- On an asymmetric functional-coefficient ARCH-M model (Q6131404) (← links)