Pages that link to "Item:Q1928718"

The following pages link to The impulse response function of the long memory GARCH process (Q1928718):

Displaying 12 items.

• Non-negativity conditions for the hyperbolic GARCH model (Q736540) (← links)
• A dynamic Markov regime-switching GARCH model and its cumulative impulse response function (Q1642424) (← links)
• Empirical likelihood inference for functional coefficient ARCH-M model (Q1734927) (← links)
• Identification of long memory in GARCH models (Q1766999) (← links)
• An impulse-response function for a vector autoregression with multivariate GARCH-in-mean (Q1925982) (← links)
• The long memory HEAVY process: modeling and forecasting financial volatility (Q2070693) (← links)
• A dynamic Markov regime-switching asymmetric GARCH model and its cumulative impulse response function (Q2138226) (← links)
• Robust Lagrange multiplier test for detecting ARCH/GARCH effect using permutation and bootstrap (Q2856548) (← links)
• Computationally efficient bootstrap prediction intervals for returns and volatilities in ARCH and GARCH processes (Q3018538) (← links)
• On the Transmission of Memory in Garch‐in‐Mean Models (Q3192402) (← links)
• Statistic inference for a single-index ARCH-M model (Q4638687) (← links)
• Estimation of impulse response functions using long autoregression (Q5427679) (← links)