Pages that link to "Item:Q257572"
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The following pages link to Fractionally integrated time varying GARCH model (Q257572):
Displaying 7 items.
- Modelling volatility by variance decomposition (Q71677) (← links)
- A simple fractionally integrated model with a time-varying long memory parameter \(d_t\) (Q928150) (← links)
- Fractionally integrated generalized autoregressive conditional heteroskedasticity (Q1126491) (← links)
- Seasonal FIEGARCH processes (Q1615155) (← links)
- The time-varying GARCH-in-mean model (Q1782322) (← links)
- Adaptive hyperbolic asymmetric power ARCH (A-HY-APARCH) model: stability and estimation (Q2219432) (← links)
- Optimal alarm systems for FIAPARCH processes (Q2925445) (← links)