Pages that link to "Item:Q2452884"
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The following pages link to A note on integrated periodic \textit{GARCH} processes (Q2452884):
Displaying 4 items.
- On periodic GARCH processes: stationarity, existence of moments and geometric ergodicity (Q734550) (← links)
- Near-integrated GARCH sequences (Q1774201) (← links)
- Probabilistic properties of a Markov-switching periodic GARCH process (Q3297110) (← links)
- Bootstrapping periodically autoregressive models (Q4578059) (← links)