Pages that link to "Item:Q2408327"
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The following pages link to On change-point detection in volatile series using GARCH models (Q2408327):
Displaying 7 items.
- Monitoring disruptions in financial markets (Q291846) (← links)
- Detecting periods in which a time series model fails to predict the observed volatility (Q1424645) (← links)
- Randomised pseudolikelihood ratio change point estimator in GARCH models (Q1983368) (← links)
- (Q3052233) (← links)
- A ratio test to detect change point in GARCH model (Q3461744) (← links)
- TESTING FOR A CHANGE OF THE INNOVATION DISTRIBUTION IN AN ARCH MODEL (Q5036026) (← links)
- Si-GARCH: Construction and validation of a new method for the detection of breaking points in models (Q5358382) (← links)