The following pages link to Stable mixture GARCH models (Q528154):
Displaying 13 items.
- Bayesian analysis of multivariate stable distributions using one-dimensional projections (Q900801) (← links)
- Asymmetric multivariate normal mixture GARCH (Q961408) (← links)
- The confounding effects of distribution mixtures on some basic methods for handling stable-Paretian distributions (Q1278070) (← links)
- Heterogeneous tail generalized COMFORT modeling via Cholesky decomposition (Q2001089) (← links)
- RBF methods in a stochastic volatility framework for Greeks computation (Q2186934) (← links)
- A multivariate regime-switching GARCH model with an application to global stock market and real estate equity returns (Q2691761) (← links)
- (Q3368225) (← links)
- (Q3538255) (← links)
- (Q4542140) (← links)
- Mixture distribution‐based forecasting using stochastic volatility models (Q5430323) (← links)
- (Q5860429) (← links)
- Bayesian inference for a mixture double autoregressive model (Q6068059) (← links)
- Financial modeling with heavy-tailed stable distributions (Q6604383) (← links)
