Pages that link to "Item:Q2488465"
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The following pages link to Tail behavior of a threshold autoregressive stochastic volatility model (Q2488465):
Displaying 7 items.
- Tail behaviour of \(\beta \)-TARCH models (Q613157) (← links)
- On filtering and estimation of a threshold stochastic volatility model (Q658656) (← links)
- Tail behavior and dependence structure in the APARCH model (Q1695685) (← links)
- The behaviour of US stock prices: Evidence from a threshold autoregressive model (Q2490475) (← links)
- On the tail behaviors of Box-Cox transformed threshold GARCH(1,1) process (Q2497786) (← links)
- Bounding tail probabilities in dynamic economic models (Q2907909) (← links)
- Extremes of autoregressive threshold processes (Q5320659) (← links)