Pages that link to "Item:Q2816418"
From MaRDI portal
The following pages link to Markov switching component GARCH model: Stability and forecasting (Q2816418):
Displaying 16 items.
- Markov switching asymmetric GARCH model: stability and forecasting (Q779705) (← links)
- Maximum likelihood estimation of the Markov-switching GARCH model (Q1623509) (← links)
- A dynamic Markov regime-switching GARCH model and its cumulative impulse response function (Q1642424) (← links)
- Efficient Gibbs sampling for Markov switching GARCH models (Q1659098) (← links)
- A dynamic Markov regime-switching asymmetric GARCH model and its cumulative impulse response function (Q2138226) (← links)
- Forecasting volatility under fractality, regime-switching, long memory and Student-\(t\) innovations (Q2445719) (← links)
- Modeling carbon spot and futures price returns with GARCH and Markov switching GARCH models (Q2629585) (← links)
- On the stationarity of Markov-switching GARCH processes (Q2886955) (← links)
- Theory and inference for a Markov switching GARCH model (Q3004023) (← links)
- What Causes The Forecasting Failure of Markov-Switching Models? A Monte Carlo Study (Q3368387) (← links)
- Markov-Switching GARCH Modelling of Value-at-Risk (Q3574728) (← links)
- Markov-switching <i><i>BILINEAR</i> − <i>GARCH</i></i> models: Structure and estimation (Q4638707) (← links)
- Performance of MS-GARCH Models: Bayesian MCMC-Based Estimation (Q5049444) (← links)
- Markov switch smooth transition HYGARCH model: Stability and estimation (Q5077192) (← links)
- Spectral representation and autocovariance structure of Markov switching DSGE models (Q5077377) (← links)
- Forecasting with GARCH models under structural breaks: An approach based on combinations across estimation windows (Q5083880) (← links)
