Pages that link to "Item:Q2828615"
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The following pages link to On buffered threshold GARCH models (Q2828615):
Displaying 4 items.
- Smooth buffered autoregressive time series models (Q2301087) (← links)
- Buffered vector error-correction models: an application to the U.S. Treasury bond rates (Q2700572) (← links)
- Quantile forecasting based on a bivariate hysteretic autoregressive model with GARCH errors and time-varying correlations (Q6574634) (← links)
- On a buffered threshold autoregressive stochastic volatility model (Q6580756) (← links)