Pages that link to "Item:Q1640655"
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The following pages link to Cointegration models with non Gaussian GARCH innovations (Q1640655):
Displaying 6 items.
- RCA model with quadratic GARCH innovation distribution (Q452958) (← links)
- Joint modeling of cointegration and conditional heteroscedasticity with applications (Q816593) (← links)
- Optimal forecasting accuracy using Lp-norm combination (Q2168554) (← links)
- Random coefficient autoregressive (RCA) models with nonlinear stochastic volatility innovations (Q2888192) (← links)
- BL-GARCH models with elliptical distributed innovations (Q3589975) (← links)
- Generalized least squares estimation for cointegration parameters under conditional heteroskedasticity (Q4979108) (← links)