The following pages link to A new hyperbolic GARCH model (Q888335):
Displaying 18 items.
- On the threshold hyperbolic GARCH models (Q647173) (← links)
- Non-negativity conditions for the hyperbolic GARCH model (Q736540) (← links)
- Frontiers in time series and financial econometrics: an overview (Q888316) (← links)
- A new estimator method for GARCH models (Q978796) (← links)
- RCA models with GARCH innovations (Q1027477) (← links)
- Unfolded GARCH models (Q1657508) (← links)
- Stationarity and functional central limit theorem for ARCH(\(\infty\)) models (Q1787244) (← links)
- A Skellam GARCH model (Q1994038) (← links)
- Forecasting price of financial market crash via a new nonlinear potential GARCH model (Q2068471) (← links)
- M-estimate for the stationary hyperbolic GARCH models (Q2070660) (← links)
- Adaptive realized hyperbolic GARCH process: stability and estimation (Q2138236) (← links)
- Adaptive hyperbolic asymmetric power ARCH (A-HY-APARCH) model: stability and estimation (Q2219432) (← links)
- The stationary seasonal hyperbolic asymmetric power ARCH model (Q2643390) (← links)
- The story of GARCH: a personal odyssey (Q2697967) (← links)
- Ian McLeod’s Contribution to Time Series Analysis—A Tribute (Q4976474) (← links)
- Markov switch smooth transition HYGARCH model: Stability and estimation (Q5077192) (← links)
- News augmented GARCH(1,1) model for volatility prediction (Q5234129) (← links)
- ON MIXTURE MEMORY GARCH MODELS (Q5408110) (← links)