Pages that link to "Item:Q1934779"
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The following pages link to Long memory with Markov-switching GARCH (Q1934779):
Displaying 9 items.
- On the origin of high persistence in GARCH-models (Q429135) (← links)
- Can Markov switching model generate long memory? (Q741329) (← links)
- Covariance stationary GARCH-family models with long memory property (Q1031773) (← links)
- Identification of long memory in GARCH models (Q1766999) (← links)
- The impulse response function of the long memory GARCH process (Q1928718) (← links)
- Long memory and regime switching in the stochastic volatility modelling (Q2678633) (← links)
- Periodic Long-Memory GARCH Models (Q3615077) (← links)
- Markov switch smooth transition HYGARCH model: Stability and estimation (Q5077192) (← links)
- Asymmetric long memory GARCH in exchange return. (Q5941467) (← links)