Pages that link to "Item:Q2888192"
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The following pages link to Random coefficient autoregressive (RCA) models with nonlinear stochastic volatility innovations (Q2888192):
Displaying 6 items.
- RCA model with quadratic GARCH innovation distribution (Q452958) (← links)
- Nonlinear autoregressive model with stochastic volatility innovations: semiparametric and Bayesian approach (Q724486) (← links)
- RCA models with GARCH innovations (Q1027477) (← links)
- RCA models: joint prediction of mean and volatility (Q1950658) (← links)
- RCA models with correlated errors (Q2371063) (← links)
- Properties of a new family of volatility sign models (Q2458502) (← links)