Pages that link to "Item:Q779705"
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The following pages link to Markov switching asymmetric GARCH model: stability and forecasting (Q779705):
Displaying 3 items.
- A dynamic Markov regime-switching asymmetric GARCH model and its cumulative impulse response function (Q2138226) (← links)
- Markov switching component GARCH model: Stability and forecasting (Q2816418) (← links)
- Markov switch smooth transition HYGARCH model: Stability and estimation (Q5077192) (← links)