Pages that link to "Item:Q1782322"
From MaRDI portal
The following pages link to The time-varying GARCH-in-mean model (Q1782322):
Displaying 8 items.
- A linear varying coefficient ARCH-M model with a latent variable (Q341354) (← links)
- Time-varying risk premia (Q433135) (← links)
- Time-varying risk attitude and conditional skewness (Q1722256) (← links)
- A Skellam GARCH model (Q1994038) (← links)
- A time varying \(\mathrm{GARCH}(p,q)\) model and related statistical inference (Q2637362) (← links)
- Varying Coefficient GARCH Models (Q3646953) (← links)
- Moments and dynamic structure of a time‐varying parameter stochastic volatility in mean model (Q4416012) (← links)
- Appraisal of excess Kurtosis through outlier-modified GARCH-type models (Q6171876) (← links)