Pages that link to "Item:Q2886955"

The following pages link to On the stationarity of Markov-switching GARCH processes (Q2886955):

Displaying 23 items.

• Markov switching asymmetric GARCH model: stability and forecasting (Q779705) (← links)
• The autocorrelation structure of the Markov-switching asymmetric power GARCH process (Q945788) (← links)
• A dynamic Markov regime-switching GARCH model and its cumulative impulse response function (Q1642424) (← links)
• Efficient Gibbs sampling for Markov switching GARCH models (Q1659098) (← links)
• Parameter estimation of Markov switching bilinear model using the (EM) algorithm (Q1680935) (← links)
• Long memory with Markov-switching GARCH (Q1934779) (← links)
• Statistical inference for mixture GARCH models with financial application (Q2135925) (← links)
• Consistency of quasi-maximum likelihood estimator for Markov-switching bilinear time series models (Q2348337) (← links)
• Stationarity for a Markov-switching Box-Cox transformed threshold GARCH process (Q2467375) (← 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)
• Multivariate Markov-switching score-driven models: an application to the global crude oil market (Q2700546) (← links)
• On the Markov-switching bilinear processes: stationarity, higher-order moments and <i>β</i>-mixing (Q2804016) (← links)
• Markov switching component GARCH model: Stability and forecasting (Q2816418) (← links)
• Minimum distance estimation of Markov-switching bilinear processes (Q2953974) (← links)
• Theory and inference for a Markov switching GARCH model (Q3004023) (← links)
• Skew-Normal Mixture and Markov-Switching GARCH Processes (Q3064340) (← links)
• Stationarity of a family of GARCH processes (Q3653360) (← links)
• Markov-switching <i><i>BILINEAR</i> − <i>GARCH</i></i> models: Structure and estimation (Q4638707) (← links)
• A nesting framework for Markov-switching GARCH modelling with an application to the German stock market (Q5001140) (← links)
• Markov switch smooth transition HYGARCH model: Stability and estimation (Q5077192) (← links)
• Stationarity and ergodicity of Markov switching positive conditional mean models (Q5095291) (← links)
• Score-driven multi-regime Markov-switching EGARCH: empirical evidence using the Meixner distribution (Q6553225) (← links)