Pages that link to "Item:Q3616249"
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The following pages link to Misspecification and Domain Issues in Fitting Garch(1, 1) Models: A Monte Carlo Investigation (Q3616249):
Displaying 4 items.
- Computational tools for comparing asymmetric GARCH models via Bayes factors (Q419441) (← links)
- Missing mean does no harm to volatility! (Q529817) (← links)
- Specification tests for the error distribution in GARCH models (Q1927139) (← links)
- Stationarity domains for \(\delta\)-power GARCH process with heavy tails (Q2467374) (← links)