Pages that link to "Item:Q834296"
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The following pages link to Testing for jumps in the EGARCH process (Q834296):
Displaying 4 items.
- Testing for volatility jumps in the stochastic volatility process (Q862565) (← links)
- Simulation-based exact jump tests in models with conditional heteroskedasticity (Q951480) (← links)
- Testing for jumps in the stochastic volatility models (Q1025341) (← links)
- Testing for jumps in conditionally Gaussian ARMA-GARCH models, a robust approach (Q1659128) (← links)