Pages that link to "Item:Q2135925"
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The following pages link to Statistical inference for mixture GARCH models with financial application (Q2135925):
Displaying 13 items.
- Stable mixture GARCH models (Q528154) (← links)
- A long memory model with normal mixture GARCH (Q656952) (← links)
- Bayesian estimation of the Gaussian mixture GARCH model (Q1019890) (← links)
- Modeling right-skewed financial data streams: a likelihood inference based on the generalized Birnbaum-Saunders mixture model (Q2177677) (← links)
- Skew-Normal Mixture and Markov-Switching GARCH Processes (Q3064340) (← links)
- Generalized EGARCH Random Effect Models Application to Financial Time Series (Q3072385) (← links)
- On a Mixture GARCH Time-Series Model (Q3440750) (← links)
- (Q4687083) (← links)
- STATISTICAL INFERENCE FOR MEASUREMENT EQUATION SELECTION IN THE LOG-REALGARCH MODEL (Q5243485) (← links)
- ON MIXTURE MEMORY GARCH MODELS (Q5408110) (← links)
- Bayesian inference for the mixed conditional heteroskedasticity model (Q5427676) (← links)
- Spectral analysis for <i>GARCH</i> processes through a bilinear representation (Q6096159) (← links)
- A doubly Markov switching \textit{AR} model: some probabilistic properties and strong consistency (Q6147566) (← links)
