Pages that link to "Item:Q3551018"
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The following pages link to MODELING MULTIPLE REGIMES IN FINANCIAL VOLATILITY WITH A FLEXIBLE COEFFICIENT GARCH(1,1) MODEL (Q3551018):
Displaying 17 items.
- Dynamic behavior of volatility in a nonstationary generalized regime-switching GARCH model (Q286453) (← links)
- Level changes in volatility models (Q470520) (← links)
- Markov switching asymmetric GARCH model: stability and forecasting (Q779705) (← links)
- Testing for nonlinearity in mean and volatility for heteroskedastic models (Q960346) (← links)
- Linear time-varying regression with copula-DCC-GARCH models for volatility (Q1670220) (← links)
- Modeling tick-by-tick realized correlations (Q2445693) (← links)
- Modeling time-varying parameters using artificial neural networks: a GARCH illustration (Q2700575) (← links)
- Markov switching component GARCH model: Stability and forecasting (Q2816418) (← links)
- Robust Lagrange multiplier test for detecting ARCH/GARCH effect using permutation and bootstrap (Q2856548) (← links)
- Multi-regime nonlinear capital asset pricing models (Q2866374) (← links)
- On Some Models for Value-At-Risk (Q3063860) (← links)
- Estimation and Asymptotic Inference in the AR-ARCH Model (Q3086362) (← links)
- Varying Coefficient GARCH Models (Q3646953) (← links)
- Semi-parametric expected shortfall forecasting in financial markets (Q5106839) (← links)
- Falling and explosive, dormant, and rising markets via multiple‐regime financial time series models (Q5391291) (← links)
- On geometric ergodicity of CHARME models (Q5391310) (← links)
- A (Semi)Parametric Functional Coefficient Logarithmic Autoregressive Conditional Duration Model (Q5863653) (← links)
