Pages that link to "Item:Q1351734"
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The following pages link to Modeling the changing asymmetry of conditional variances (Q1351734):
Displaying 14 items.
- Modelling volatility by variance decomposition (Q71677) (← links)
- A modified GARCH model with spells of shocks (Q853870) (← links)
- Unobserved component models with asymmetric conditional variances (Q959303) (← links)
- A new estimator method for GARCH models (Q978796) (← links)
- Volatility clustering, asymmetry and hysteresis in stock returns: International evidence (Q1000418) (← links)
- Modelling the asymmetric volatility of electronics patents in the USA. (Q1418619) (← links)
- A nonlinear time series approach to modelling asymmetry in stock market indexes (Q1766973) (← links)
- BL-GARCH models and asymmetries in volatility (Q1766989) (← links)
- Co-movements and asymmetric volatility in the Portuguese and U.S. Stock markets (Q2432371) (← links)
- The continuous-time limit of score-driven volatility models (Q2658765) (← links)
- Assessing and Modeling Asymmetry in Bivariate Continuous Data (Q2849526) (← links)
- Modeling the Interactions between Volatility and Returns using EGARCH‐M (Q4556517) (← links)
- A variance frontier model of market volatility: an empirical application (Q4848440) (← links)
- Contemporaneous asymmetry in GARCH processes (Q5932779) (← links)