Pages that link to "Item:Q3589975"
From MaRDI portal
The following pages link to BL-GARCH models with elliptical distributed innovations (Q3589975):
Displaying 5 items.
- Asymmetric GARCH processes featuring both threshold effect and bilinear structure (Q419142) (← links)
- Likelihood inference in BL-GARCH models (Q1424647) (← links)
- BL-GARCH models and asymmetries in volatility (Q1766989) (← links)
- Markov-switching <i><i>BILINEAR</i> − <i>GARCH</i></i> models: Structure and estimation (Q4638707) (← links)
- Estimating correlations among elliptically distributed random variables under any form of heteroskedasticity (Q6576885) (← links)