Pages that link to "Item:Q1023632"
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The following pages link to Deriving the autocovariances of powers of Markov-switching GARCH models, with applications to statistical inference (Q1023632):
Displaying 25 items.
- Computing and estimating information matrices of weak ARMA models (Q425392) (← links)
- The autocorrelation structure of the Markov-switching asymmetric power GARCH process (Q945788) (← links)
- A note on the properties of power-transformed returns in long-memory stochastic volatility models with leverage effect (Q961822) (← links)
- Editorial: Special issue on statistical and computational methods in finance (Q1023614) (← links)
- Maximum likelihood estimation of the Markov-switching GARCH model (Q1623509) (← links)
- On mixture autoregressive conditional heteroskedasticity (Q1643793) (← links)
- Efficient Gibbs sampling for Markov switching GARCH models (Q1659098) (← links)
- Maximum likelihood estimation of the Markov-switching GARCH model based on a general collapsing procedure (Q1703024) (← links)
- Ergodicity conditions for a double mixed Poisson autoregression (Q1726882) (← links)
- Statistical inference for mixture GARCH models with financial application (Q2135925) (← links)
- Regime switching model estimation: spectral clustering hidden Markov model (Q2241182) (← links)
- Marginal likelihood for Markov-switching and change-point GARCH models (Q2512618) (← links)
- The \(L^2\)-structures of standard and switching-regime GARCH models (Q2567232) (← links)
- Bayesian analysis of periodic asymmetric power GARCH models (Q2697099) (← links)
- Modeling time-varying parameters using artificial neural networks: a GARCH illustration (Q2700575) (← links)
- Minimum distance estimation of Markov-switching bilinear processes (Q2953974) (← links)
- Theory and inference for a Markov switching GARCH model (Q3004023) (← links)
- Probabilistic properties of a Markov-switching periodic GARCH process (Q3297110) (← links)
- A nesting framework for Markov-switching GARCH modelling with an application to the German stock market (Q5001140) (← links)
- Stationarity and ergodicity of Markov switching positive conditional mean models (Q5095291) (← links)
- A doubly Markov switching \textit{AR} model: some probabilistic properties and strong consistency (Q6147566) (← links)
- A simulation study on the Markov regime-switching zero-drift GARCH model (Q6148769) (← links)
- Autoregressive Moving Average Infinite Hidden Markov-Switching Models (Q6616605) (← links)
- Markov Switching Garch Models: Higher Order Moments, Kurtosis Measures, and Volatility Evaluation in Recessions and Pandemic (Q6620992) (← links)
- On the Markov-switching autoregressive stochastic volatility processes (Q6642745) (← links)
