Pages that link to "Item:Q2810372"
From MaRDI portal
The following pages link to Approximating volatilities by asymmetric power GARCH functions (Q2810372):
Displaying 5 items.
- An analysis of the flexibility of asymmetric power GARCH models (Q1010472) (← links)
- Strict stationarity and mixing properties of asymmetric power GARCH models allowing a signed volatility (Q1927544) (← links)
- Asymmetric volatility impulse response functions (Q2681836) (← links)
- ESTIMATION OF ASYMMETRICAL VOLATILITY FOR ASSET PRICES: THE SIMULTANEOUS SWITCHING ARIMA APPROACH (Q4787562) (← links)
- Asymmetric COGARCH processes (Q5245621) (← links)