Pages that link to "Item:Q4960634"
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The following pages link to On periodic autoregressive stochastic volatility models: structure and estimation (Q4960634):
Displaying 4 items.
- Periodic autoregressive stochastic volatility (Q2412761) (← links)
- Mode Identification of Volatility in Time-Varying Autoregression (Q4648567) (← links)
- The \(\log\) GARCH stochastic volatility model (Q6606004) (← links)
- On periodic logGARCH model with empirical application model with empirical application (Q6657831) (← links)