Pages that link to "Item:Q2079614"
From MaRDI portal
The following pages link to Estimation of multivariate asymmetric power GARCH models (Q2079614):
Displaying 12 items.
- Fourier-type estimation of the power GARCH model with stable-Paretian innovations (Q288103) (← links)
- Asymmetric multivariate normal mixture GARCH (Q961408) (← links)
- An analysis of the flexibility of asymmetric power GARCH models (Q1010472) (← links)
- Modelling asymmetric volatility dynamics by multivariate BL-GARCH models (Q1039975) (← links)
- Strict stationarity and mixing properties of asymmetric power GARCH models allowing a signed volatility (Q1927544) (← links)
- Asymmetric vector moving average models: estimation and testing (Q2032234) (← links)
- Portmanteau test for the asymmetric power GARCH model when the power is unknown (Q2151687) (← links)
- An equation-by-equation estimator of a multivariate log-GARCH-X model of financial returns (Q2374397) (← links)
- Approximating volatilities by asymmetric power GARCH functions (Q2810372) (← links)
- Bivariate asymmetric GARCH models with heavy tails and dynamic conditional correlations (Q5245468) (← links)
- Portmanteau test for a class of multivariate asymmetric power GARCH model (Q6134641) (← links)
- Estimation of multivariate asymmetric power GARCH models (Q6310767) (← links)