Pages that link to "Item:Q5094258"
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The following pages link to Functional‐coefficient regression models with GARCH errors (Q5094258):
Displaying 4 items.
- Bayesian analysis of the functional-coefficient autoregressive heteroscedastic model (Q899028) (← links)
- A functional coefficient GARCH-M model (Q2816837) (← links)
- Volatility asymmetry in functional threshold GARCH model (Q5111779) (← links)
- GARCH density and functional forecasts (Q6108262) (← links)