Pages that link to "Item:Q3064340"
From MaRDI portal
The following pages link to Skew-Normal Mixture and Markov-Switching GARCH Processes (Q3064340):
Displaying 10 items.
- Risk measures for skew normal mixtures (Q383836) (← links)
- Modelling conditional heteroskedasticity and skewness using the skew-normal distribution (Q478213) (← links)
- A long memory model with normal mixture GARCH (Q656952) (← links)
- Maximum likelihood estimation of the Markov-switching GARCH model (Q1623509) (← links)
- Statistical inference for mixture GARCH models with financial application (Q2135925) (← links)
- Modeling right-skewed financial data streams: a likelihood inference based on the generalized Birnbaum-Saunders mixture model (Q2177677) (← links)
- A nesting framework for Markov-switching GARCH modelling with an application to the German stock market (Q5001140) (← links)
- (Q5125154) (← links)
- Skewed Normal Variance‐Mean Models for Asset Pricing and the Method of Moments (Q5446544) (← links)
- The APP for estimating population proportion based on skew normal approximations and the Beta-Bernoulli process (Q6544936) (← links)