Pages that link to "Item:Q5138749"
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The following pages link to Fractionally integrated GARCH model with tempered stable distribution: a simulation study (Q5138749):
Displaying 6 items.
- Long memory and regime switching in the stochastic volatility modelling (Q2678633) (← links)
- Markov regime-switching autoregressive model with tempered stable distribution: simulation evidence (Q2697063) (← links)
- A simulation study on the Markov regime-switching zero-drift GARCH model (Q6148769) (← links)
- A two-step estimation procedure for locally stationary ARMA processes with tempered stable innovations (Q6155659) (← links)
- Appraisal of excess Kurtosis through outlier-modified GARCH-type models (Q6171876) (← links)
- Spatio-temporal analysis of dependent risk with an application to cyberattacks data (Q6665541) (← links)