Pages that link to "Item:Q3081589"
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The following pages link to Contemporaneous-Threshold Smooth Transition GARCH Models (Q3081589):
Displaying 4 items.
- Threshold models with time-varying threshold values and their application in estimating regime-sensitive Taylor rules (Q2697054) (← links)
- Modeling time-varying parameters using artificial neural networks: a GARCH illustration (Q2700575) (← links)
- Irreducibility and continuity assumptions for positive operators with application to threshold GARCH time series models (Q2996569) (← links)
- (Q3368225) (← links)