Pages that link to "Item:Q3103190"

The following pages link to Structure and estimation of a class of nonstationary yet nonexplosive GARCH models (Q3103190):

Displaying 22 items.

• Inference in nonstationary asymmetric GARCH models (Q385779) (← links)
• On dynamics of volatilities in nonstationary GARCH models (Q467000) (← links)
• Estimation and properties of a time-varying GQARCH(1,1)-M model (Q642451) (← links)
• Cointegration models with non Gaussian GARCH innovations (Q1640655) (← links)
• Nonstationary GARCH with \(t\)-distributed innovations (Q1667982) (← links)
• The ZD-GARCH model: a new way to study heteroscedasticity (Q1680184) (← links)
• Asymptotics of Cholesky GARCH models and time-varying conditional betas (Q1753058) (← links)
• Structural change and estimated persistence in the \(GARCH(1,1)\)-model (Q1934140) (← links)
• Statistical inference for non-stationary GARCH(\(p\),\(q\)) models (Q1952010) (← links)
• Random coefficient \(\text{GARCH}(1,1)\) model with i.i.d. coefficients. (Q2487861) (← links)
• Quasi-maximum exponential likelihood estimation for a non stationary GARCH(1,1) model (Q2807747) (← links)
• Generalised structured models (Q2813872) (← links)
• Strict stationarity testing and estimation of explosive and stationary generalized autoregressive conditional heteroscedasticity models (Q2859073) (← links)
• Estimation and Asymptotic Properties in Periodic<i>GARCH</i>(1, 1) Models (Q2864659) (← links)
• Probabilistic properties of a Markov-switching periodic GARCH process (Q3297110) (← links)
• (Q3566028) (← links)
• Adaptive Estimators and Tests of Stationary and Nonstationary Short- and Long-Memory ARFIMA–GARCH Models (Q4468546) (← links)
• Forecasting with GARCH models under structural breaks: An approach based on combinations across estimation windows (Q5083880) (← links)
• ESTIMATION FOR A NONSTATIONARY SEMI-STRONG GARCH(1,1) MODEL WITH HEAVY-TAILED ERRORS (Q5187620) (← links)
• Si-GARCH: Construction and validation of a new method for the detection of breaking points in models (Q5358382) (← links)
• Non‐linear GARCH models for highly persistent volatility (Q5703229) (← links)
• Volatility Estimation When the Zero-Process is Nonstationary (Q6586884) (← links)