Pages that link to "Item:Q2740039"
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The following pages link to On the distributional properties of GARCH processes (Q2740039):
Displaying 19 items.
- The extremal index for GARCH(1,1) processes (Q907366) (← links)
- Distributional analysis of empirical volatility in GARCH processes (Q947260) (← links)
- Regular variation of GARCH processes. (Q1766073) (← links)
- Bounds for the probability distribution function of the linear ACD process (Q1770076) (← links)
- Extremal behaviour of solutions to a stochastic difference equation with applications to ARCH processes (Q1822829) (← links)
- Stable GARCH models for financial time series (Q1904510) (← links)
- The ARL of modified Shewhart control charts for conditionally heteroskedastic models (Q1935676) (← links)
- HARCH processes are heavy tailed (Q1979093) (← links)
- Persistence in volatility, conditional kurtosis, and the Taylor property in absolute value GARCH processes (Q2270866) (← links)
- Joint extremal behavior of hidden and observable time series with applications to GARCH processes (Q2340041) (← links)
- The convex hull of consecutive pairs of observations from some time series models (Q2443887) (← links)
- On the distribution estimation of power threshold GARCH processes (Q2817307) (← links)
- Comparison results for GARCH processes (Q2923429) (← links)
- ON THE TAIL BEHAVIORS OF A FAMILY OF GARCH PROCESSES (Q3408523) (← links)
- GARCH processes and the phenomenon of misleading and unambiguous signals (Q4620249) (← links)
- On the Finite Dimensional Laws of Threshold GARCH Processes (Q4644989) (← links)
- Multivariate elliptically contoured autoregressive process (Q5148633) (← links)
- Inference in Arch and Garch Models with Heavy-Tailed Errors (Q5472959) (← links)
- Time evolution of stochastic processes with correlations in the variance: stability in power-law tails of distributions (Q5947840) (← links)
