Pages that link to "Item:Q959162"
From MaRDI portal
The following pages link to The asymptotic convexity of the negative likelihood function of GARCH models (Q959162):
Displaying 4 items.
- Non-negativity conditions for the hyperbolic GARCH model (Q736540) (← links)
- Bootstrap prediction for returns and volatilities in GARCH models (Q959315) (← links)
- An analysis of the flexibility of asymmetric power GARCH models (Q1010472) (← links)
- Irreducibility and continuity assumptions for positive operators with application to threshold GARCH time series models (Q2996569) (← links)