Pages that link to "Item:Q3168366"
From MaRDI portal
The following pages link to Asymmetric Volatility Models with Structural Breaks (Q3168366):
Displaying 8 items.
- Bayesian inference of multiple structural change models with asymmetric GARCH errors (Q2062347) (← links)
- Detection of structural breaks in a time-varying heteroskedastic regression model (Q2276169) (← links)
- Bad environments, good environments: a non-Gaussian asymmetric volatility model (Q2346031) (← links)
- Real time detection of structural breaks in GARCH models (Q2445715) (← links)
- A time varying \(\mathrm{GARCH}(p,q)\) model and related statistical inference (Q2637362) (← links)
- Asymmetric volatility impulse response functions (Q2681836) (← links)
- ESTIMATION OF ASYMMETRICAL VOLATILITY FOR ASSET PRICES: THE SIMULTANEOUS SWITCHING ARIMA APPROACH (Q4787562) (← links)
- Integer autoregressive models with structural breaks (Q5129143) (← links)
