Pages that link to "Item:Q2740104"
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The following pages link to Conditional heteroskedasticity driven by hidden Markov chains (Q2740104):
Displaying 32 items.
- Ensemble Binary Segmentation for irregularly spaced data with change-points (Q139553) (← links)
- Neglecting parameter changes in GARCH models (Q265108) (← links)
- Structure of a double autoregressive process driven by a hidden Markov chain (Q449432) (← links)
- Level changes in volatility models (Q470520) (← links)
- Stable mixture GARCH models (Q528154) (← links)
- A general autoregressive model with Markov switching: estimation and consistency (Q734539) (← links)
- Deriving the autocovariances of powers of Markov-switching GARCH models, with applications to statistical inference (Q1023632) (← links)
- Maximum likelihood estimation of the Markov-switching GARCH model (Q1623509) (← links)
- On mixture autoregressive conditional heteroskedasticity (Q1643793) (← links)
- Maximum likelihood estimation of the Markov-switching GARCH model based on a general collapsing procedure (Q1703024) (← links)
- Structural change and estimated persistence in the \(GARCH(1,1)\)-model (Q1934140) (← links)
- Long memory with Markov-switching GARCH (Q1934779) (← links)
- Statistical inference for mixture GARCH models with financial application (Q2135925) (← links)
- The \(L^2\)-structures of standard and switching-regime GARCH models (Q2567232) (← links)
- A multivariate regime-switching GARCH model with an application to global stock market and real estate equity returns (Q2691761) (← links)
- Modeling time-varying parameters using artificial neural networks: a GARCH illustration (Q2700575) (← links)
- On the stationarity of Markov-switching GARCH processes (Q2886955) (← links)
- Theory and inference for a Markov switching GARCH model (Q3004023) (← links)
- Structure and estimation of a class of nonstationary yet nonexplosive GARCH models (Q3103190) (← links)
- Probabilistic properties of a Markov-switching periodic GARCH process (Q3297110) (← links)
- Forecasting using locally stationary wavelet processes (Q3401362) (← links)
- Evaluating the Lyapounov Exponent and Existence of Moments for Threshold AR-ARCH Models (Q3505317) (← links)
- Conditionally heteroscedastic factorial HMMs for time series in finance (Q3607871) (← links)
- Markov Switching GARCH Models: Filtering, Approximations and Duality (Q4609750) (← links)
- Probabilistic Properties of a Nonlinear ARMA Process with Markov Switching (Q4678804) (← links)
- Mixtures of Nonlinear Poisson Autoregressions (Q4997690) (← links)
- On geometric ergodicity of CHARME models (Q5391310) (← links)
- A Family of Markov‐Switching Garch Processes (Q5397964) (← links)
- Consistency of maximum likelihood estimators for the regime-switching GARCH model (Q5400785) (← links)
- INTEGRATED MARKOV-SWITCHING GARCH PROCESS (Q5411517) (← links)
- Neglecting structural breaks when estimating and valuing dynamic correlations for asset allocation (Q5860951) (← links)
- The functional central limit theorem for Markov-switching GARCH model (Q6555120) (← links)
