Pages that link to "Item:Q642451"
From MaRDI portal
The following pages link to Estimation and properties of a time-varying GQARCH(1,1)-M model (Q642451):
Displaying 6 items.
- Estimating m-regimes STAR-GARCH model using QMLE with parameter transformation (Q543456) (← links)
- Estimation and properties of a time-varying GQARCH(1,1)-M model (Q642451) (← links)
- A time varying \(\mathrm{GARCH}(p,q)\) model and related statistical inference (Q2637362) (← links)
- Simultaneity and non-linear variability in financial markets: simulation and forecasting (Q3439769) (← links)
- BAYESIAN ESTIMATION OF GARCH(p, q) MODEL (Q5229457) (← links)
- Estimation and Properties of a Time-Varying EGARCH(1,1) in Mean Model (Q5864358) (← links)