Pages that link to "Item:Q5932779"
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The following pages link to Contemporaneous asymmetry in GARCH processes (Q5932779):
Displaying 14 items.
- Bootstrapping the Box-Pierce \(Q\) test: a robust test of uncorrelatedness (Q275269) (← links)
- Guaranteed detection of an imbalance instant of the GARCH-process (Q885777) (← links)
- Modeling the changing asymmetry of conditional variances (Q1351734) (← links)
- Conditional correlation in asset return and GARCH intensity model (Q1621670) (← links)
- Leverage effect for volatility with generalized Laplace error (Q1650531) (← links)
- Tail behavior and dependence structure in the APARCH model (Q1695685) (← links)
- A nonlinear time series approach to modelling asymmetry in stock market indexes (Q1766973) (← links)
- The correct regularity condition and interpretation of asymmetry in EGARCH (Q1786770) (← links)
- Testing the Martingale Difference Hypothesis (Q4434414) (← links)
- GARCH processes and the phenomenon of misleading and unambiguous signals (Q4620249) (← links)
- Asymptotic theory for QMLE for the real‐time GARCH(1,1) model (Q5012866) (← links)
- Volatility asymmetry in functional threshold GARCH model (Q5111779) (← links)
- Weak dependence for infinite ARCH-type bilinear models (Q5429696) (← links)
- Asymmetric long memory GARCH in exchange return. (Q5941467) (← links)