Pages that link to "Item:Q3646947"
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The following pages link to An Introduction to Univariate GARCH Models (Q3646947):
Displaying 18 items.
- Modelling volatility by variance decomposition (Q71677) (← links)
- QARIMA: a new approach to prediction in queue theory (Q278391) (← links)
- Tail behaviour of \(\beta \)-TARCH models (Q613157) (← links)
- Comparison of value-at-risk models using the MCS approach (Q736648) (← links)
- On the tvGARCH(1,1) model: existence, CLT, and tail index (Q946794) (← links)
- Unfolded GARCH models (Q1657508) (← links)
- The uncertainty of conditional returns, volatilities and correlations in DCC models (Q1659110) (← links)
- A Bayesian non-parametric approach to asymmetric dynamic conditional correlation model with application to portfolio selection (Q1659170) (← links)
- Option valuation with IG-GARCH model and a U-shaped pricing kernel (Q2153632) (← links)
- Goodness-of-fit tests for parametric specifications of conditionally heteroscedastic models (Q2220796) (← links)
- Modeling changes in US monetary policy with a time-varying nonlinear Taylor rule (Q2691784) (← links)
- The story of GARCH: a personal odyssey (Q2697967) (← links)
- Practical Issues in the Analysis of Univariate GARCH Models (Q3646951) (← links)
- Evaluation of volatility predictions in a VaR framework (Q5001165) (← links)
- Adding flexibility to Markov Switching models (Q5142162) (← links)
- Estimating \(\operatorname{GARCH}(1, 1)\) in the presence of missing data (Q6138583) (← links)
- A new look at variance estimation based on low, high and closing prices taking into account the drift (Q6552776) (← links)
- Threshold network GARCH model (Q6636846) (← links)
