Pages that link to "Item:Q2059106"
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The following pages link to Asymptotic properties of \textit{QMLE} for seasonal threshold \textit{GARCH} model with periodic coefficients (Q2059106):
Displaying 4 items.
- QML estimation of asymmetric Markov switching GARCH(\(p,q\)) processes (Q2063074) (← links)
- QMLE for periodic time-varying asymmetric log GARCH models (Q2231570) (← links)
- Power periodic threshold GARCH model: Structure and estimation (Q5076941) (← links)
- QMLE for periodic absolute value GARCH models (Q6123179) (← links)