Pages that link to "Item:Q2773205"
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The following pages link to Tree-structured generalized autoregressive conditional heteroscedastic models (Q2773205):
Displaying 17 items.
- A multiple regime smooth transition heterogeneous autoregressive model for long memory and asymmetries (Q299262) (← links)
- Statistical inference for nonparametric GARCH models (Q311986) (← links)
- Remembrance of Leo Breiman (Q542915) (← links)
- Semi- and nonparametric ARCH processes (Q609736) (← links)
- A forecasting model for stock market diversity (Q665777) (← links)
- The impact of general non-parametric volatility functions in multivariate GARCH models (Q959389) (← links)
- Boosting GARCH and neural networks for the prediction of heteroskedastic time series (Q984159) (← links)
- Modelling nonlinearities and heavy tails via threshold normal mixture GARCH models (Q1023483) (← links)
- Forecasting correlations during the late-2000s financial crisis: the short-run component, the long-run component, and structural breaks (Q1623507) (← links)
- Distance-based tree models for ranking data (Q2445618) (← links)
- Modeling tick-by-tick realized correlations (Q2445693) (← links)
- Splines for financial volatility (Q2920261) (← links)
- Genetic algorithms for building double threshold generalized autoregressive conditional heteroscedastic models of time series (Q3298632) (← links)
- MODELING MULTIPLE REGIMES IN FINANCIAL VOLATILITY WITH A FLEXIBLE COEFFICIENT GARCH(1,1) MODEL (Q3551018) (← links)
- Modelling volatility asymmetries: a Bayesian analysis of a class of tree structured multivariate GARCH models (Q5433621) (← links)
- Local Likelihood for non‐parametric ARCH(1) models (Q5467603) (← links)
- Nonparametric volatility prediction (Q6601087) (← links)
