Pages that link to "Item:Q2062347"
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The following pages link to Bayesian inference of multiple structural change models with asymmetric GARCH errors (Q2062347):
Displaying 7 items.
- Relevant parameter changes in structural break models (Q2190210) (← links)
- Detection of structural breaks in a time-varying heteroskedastic regression model (Q2276169) (← links)
- Real time detection of structural breaks in GARCH models (Q2445715) (← links)
- Asymmetric Volatility Models with Structural Breaks (Q3168366) (← links)
- Bayesian estimation of a Markov-switching threshold asymmetric GARCH model with Student-<i>t</i> innovations (Q3566441) (← links)
- Bayesian multivariate GARCH models with dynamic correlations and asymmetric error distributions (Q5128581) (← links)
- Bayesian inference of multivariate-GARCH-BEKK models (Q6089306) (← links)