Pages that link to "Item:Q2759338"
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The following pages link to Prediction in ARMA models with GARCH in mean effect (Q2759338):
Displaying 5 items.
- On the Transmission of Memory in Garch‐in‐Mean Models (Q3192402) (← links)
- Moments of the ARMA–EGARCH model (Q4439303) (← links)
- Time-varying coefficient models with ARMA–GARCH structures for longitudinal data analysis (Q5130149) (← links)
- Appraisal of excess Kurtosis through outlier-modified GARCH-type models (Q6171876) (← links)
- Simulated maximum likelihood in autoregressive models with stochastic volatility errors (Q6574701) (← links)