Pages that link to "Item:Q2376629"
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The following pages link to A new nonlinear formulation for GARCH models (Q2376629):
Displaying 9 items.
- Non-negativity conditions for the hyperbolic GARCH model (Q736540) (← links)
- A new estimator method for GARCH models (Q978796) (← links)
- Forecasting price of financial market crash via a new nonlinear potential GARCH model (Q2068471) (← links)
- SVD-based state and parameter estimation approach for generalized Kalman filtering with application to GARCH-in-Mean estimation (Q2223799) (← links)
- A new GJR‐GARCH model for ℤ‐valued time series (Q5095294) (← links)
- Estimation and prediction of time-varying GARCH models through a state-space representation: a computational approach (Q5106937) (← links)
- Quasi-maximum likelihood estimation of GARCH models in the presence of missing values (Q5107326) (← links)
- Non‐linear GARCH models for highly persistent volatility (Q5703229) (← links)
- Estimating \(\operatorname{GARCH}(1, 1)\) in the presence of missing data (Q6138583) (← links)
