Pages that link to "Item:Q960346"
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The following pages link to Testing for nonlinearity in mean and volatility for heteroskedastic models (Q960346):
Displaying 12 items.
- Testing for non-correlation between price and volatility jumps (Q515135) (← links)
- Robustifying multivariate trend tests to nonstationary volatility (Q527989) (← links)
- On the threshold hyperbolic GARCH models (Q647173) (← links)
- Local non-stationarity test in mean for Markov switching GARCH models: an approximate Bayesian approach (Q736570) (← links)
- Bayesian testing for non-linearity in volatility modeling (Q1010548) (← links)
- Comparison of nonnested asymmetric heteroskedastic models (Q1010561) (← links)
- Testing for nonlinearity in conditional covariances (Q1695687) (← links)
- Testing for hysteresis against nonlinear alternatives (Q1853197) (← links)
- Further properties of random orthogonal matrix simulation (Q1942732) (← links)
- A Bayesian nonlinearity test for threshold moving average models (Q3103187) (← links)
- On hysteretic vector autoregressive model with applications (Q5107318) (← links)
- ASSESSING AND TESTING FOR THRESHOLD NONLINEARITY IN STOCK RETURNS (Q5438584) (← links)