Pages that link to "Item:Q2231570"
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The following pages link to QMLE for periodic time-varying asymmetric log GARCH models (Q2231570):
Displaying 6 items.
- Asymptotic properties of \textit{QMLE} for seasonal threshold \textit{GARCH} model with periodic coefficients (Q2059106) (← links)
- QML estimation of asymmetric Markov switching GARCH(\(p,q\)) processes (Q2063074) (← links)
- GARCH models without positivity constraints: exponential or log GARCH? (Q2448408) (← links)
- (Q6143453) (← links)
- A doubly Markov switching \textit{AR} model: some probabilistic properties and strong consistency (Q6147566) (← links)
- On periodic logGARCH model with empirical application model with empirical application (Q6657831) (← links)