Pages that link to "Item:Q3574741"
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The following pages link to A Component GARCH Model with Time Varying Weights (Q3574741):
Displaying 8 items.
- Stable mixture GARCH models (Q528154) (← links)
- Markov switching asymmetric GARCH model: stability and forecasting (Q779705) (← links)
- Asymmetric multivariate normal mixture GARCH (Q961408) (← links)
- The time-varying GARCH-in-mean model (Q1782322) (← links)
- Robust M-estimation of multivariate GARCH models (Q2445701) (← links)
- Modeling time-varying parameters using artificial neural networks: a GARCH illustration (Q2700575) (← links)
- Varying Coefficient GARCH Models (Q3646953) (← links)
- Assessing the accuracy of exponentially weighted moving average models for Value-at-Risk and Expected Shortfall of crypto portfolios (Q6158409) (← links)