Pages that link to "Item:Q286453"
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The following pages link to Dynamic behavior of volatility in a nonstationary generalized regime-switching GARCH model (Q286453):
Displaying 8 items.
- On dynamics of volatilities in nonstationary GARCH models (Q467000) (← links)
- A dynamic Markov regime-switching GARCH model and its cumulative impulse response function (Q1642424) (← links)
- A dynamic Markov regime-switching asymmetric GARCH model and its cumulative impulse response function (Q2138226) (← links)
- Forecasting Stock Market Volatility with Regime-Switching GARCH Models (Q3368403) (← links)
- MODELING MULTIPLE REGIMES IN FINANCIAL VOLATILITY WITH A FLEXIBLE COEFFICIENT GARCH(1,1) MODEL (Q3551018) (← links)
- VOLATILITY ANALYSIS OF REGIME-SWITCHING MODELS (Q5051948) (← links)
- Non‐linear GARCH models for highly persistent volatility (Q5703229) (← links)
- Nonnegative GARCH-type models with conditional Gamma distributions and their applications (Q6626724) (← links)