Pages that link to "Item:Q5438584"
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The following pages link to ASSESSING AND TESTING FOR THRESHOLD NONLINEARITY IN STOCK RETURNS (Q5438584):
Displaying 17 items.
- On the threshold hyperbolic GARCH models (Q647173) (← links)
- Local non-stationarity test in mean for Markov switching GARCH models: an approximate Bayesian approach (Q736570) (← links)
- Testing for sign and amplitude asymmetries using threshold autoregressions (Q956521) (← links)
- Testing for nonlinearity in mean and volatility for heteroskedastic models (Q960346) (← links)
- Comparison of nonnested asymmetric heteroskedastic models (Q1010561) (← links)
- A Bayesian approach to relaxing parameter restrictions in multivariate GARCH models (Q1019488) (← links)
- Volatility forecasting using threshold heteroskedastic models of the intra-day range (Q1023630) (← links)
- Estimation and inference for exponential smooth transition nonlinear volatility models (Q1044066) (← links)
- A nonlinear time series approach to modelling asymmetry in stock market indexes (Q1766973) (← links)
- Time reversibility tests of volume-volatility dynamics for stock returns (Q1927371) (← links)
- Co-movements and asymmetric volatility in the Portuguese and U.S. Stock markets (Q2432371) (← links)
- A switching model with flexible threshold variable: with an application to nonlinear dynamics in stock returns (Q2437202) (← links)
- Bayesian subset selection for threshold autoregressive moving-average models (Q2513329) (← links)
- Modelling financial time series with threshold nonlinearity in returns and trading volume (Q3505196) (← links)
- (Q3973979) (← links)
- On hysteretic vector autoregressive model with applications (Q5107318) (← links)
- On double hysteretic heteroskedastic model (Q5222509) (← links)
