Pages that link to "Item:Q2467375"
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The following pages link to Stationarity for a Markov-switching Box-Cox transformed threshold GARCH process (Q2467375):
Displaying 10 items.
- Structure of a double autoregressive process driven by a hidden Markov chain (Q449432) (← links)
- Stable mixture GARCH models (Q528154) (← links)
- The autocorrelation structure of the Markov-switching asymmetric power GARCH process (Q945788) (← links)
- Stationarity and moment structure for Box-Cox transformed threshold GARCH(1,1) processes (Q1771421) (← links)
- QML estimation of asymmetric Markov switching GARCH(\(p,q\)) processes (Q2063074) (← links)
- On the tail behaviors of Box-Cox transformed threshold GARCH(1,1) process (Q2497786) (← links)
- A multivariate regime-switching GARCH model with an application to global stock market and real estate equity returns (Q2691761) (← links)
- Geometric Ergodicity and Moment Conditions for a Seasonal GARCH Model with Periodic Coefficients (Q5190582) (← links)
- A Bayesian Analysis of Autoregressive Models with Exogenous Variables and Power-Transformed and Threshold GARCH Errors (Q5265882) (← links)
- A Family of Markov‐Switching Garch Processes (Q5397964) (← links)
