Pages that link to "Item:Q452958"
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The following pages link to RCA model with quadratic GARCH innovation distribution (Q452958):
Displaying 8 items.
- Mellin's transform and application to some time series models (Q469991) (← links)
- Random coefficient GARCH models (Q814261) (← links)
- Random coefficient mixture (RCM) GARCH models (Q815363) (← links)
- RCA models with GARCH innovations (Q1027477) (← links)
- Kurtosis analysis in GARCH models with Gram-Charlier-like innovations (Q2324690) (← links)
- RCA models with correlated errors (Q2371063) (← links)
- Properties of a new family of volatility sign models (Q2458502) (← links)
- Derivation of Kurtosis and Option Pricing Formulas for Popular Volatility Models with Applications in Finance (Q3518490) (← links)