Pages that link to "Item:Q647173"
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The following pages link to On the threshold hyperbolic GARCH models (Q647173):
Displaying 7 items.
- Non-negativity conditions for the hyperbolic GARCH model (Q736540) (← links)
- A new hyperbolic GARCH model (Q888335) (← links)
- Optimal dynamic hedging via copula-threshold-GARCH models (Q1025343) (← links)
- Tail behavior of a threshold autoregressive stochastic volatility model (Q2488465) (← links)
- Irreducibility and continuity assumptions for positive operators with application to threshold GARCH time series models (Q2996569) (← links)
- Markov switch smooth transition HYGARCH model: Stability and estimation (Q5077192) (← links)
- ASSESSING AND TESTING FOR THRESHOLD NONLINEARITY IN STOCK RETURNS (Q5438584) (← links)