Pages that link to "Item:Q2187983"
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The following pages link to Forecasting volatility with time-varying coefficient regressions (Q2187983):
Displaying 4 items.
- Linear time-varying regression with copula-DCC-GARCH models for volatility (Q1670220) (← links)
- Forecasting volatility in the presence of model instability (Q2810422) (← links)
- Mode Identification of Volatility in Time-Varying Autoregression (Q4648567) (← links)
- Volatility forecasting of financial time series using wavelet based exponential generalized autoregressive conditional heteroscedasticity model (Q5085572) (← links)