Pages that link to "Item:Q3368338"
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The following pages link to GARCH-type Models with Generalized Secant Hyperbolic Innovations (Q3368338):
Displaying 6 items.
- RCA model with quadratic GARCH innovation distribution (Q452958) (← links)
- Non-negativity conditions for the hyperbolic GARCH model (Q736540) (← links)
- The role of orthogonal polynomials in adjusting hyperpolic secant and logistic distributions to analyse financial asset returns (Q894875) (← links)
- RCA models with GARCH innovations (Q1027477) (← links)
- Aggregation of dependent risks using the Koehler-Symanowski copula function (Q2575457) (← links)
- BL-GARCH models with elliptical distributed innovations (Q3589975) (← links)