Pages that link to "Item:Q2270866"
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The following pages link to Persistence in volatility, conditional kurtosis, and the Taylor property in absolute value GARCH processes (Q2270866):
Displaying 5 items.
- A mathematical approach to detect the Taylor property in TARCH processes (Q1007346) (← links)
- Properties of moments of a family of GARCH processes (Q1302764) (← links)
- Bayesian analysis of periodic asymmetric power GARCH models (Q2697099) (← links)
- Preliminary test of fit in a general class of conditionally heteroscedastic nonlinear time series (Q4912051) (← links)
- A STATISTICAL TEST OF VOLATILITY PERSISTENCE IN GARCH MODELS AND APPLICATION TO STOCK EXCHANGE (Q5229423) (← links)