Pages that link to "Item:Q4554606"
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The following pages link to RENORMING VOLATILITIES IN A FAMILY OF GARCH MODELS (Q4554606):
Displaying 4 items.
- Dynamic behavior of volatility in a nonstationary generalized regime-switching GARCH model (Q286453) (← links)
- The ZD-GARCH model: a new way to study heteroscedasticity (Q1680184) (← links)
- MODELING MULTIPLE REGIMES IN FINANCIAL VOLATILITY WITH A FLEXIBLE COEFFICIENT GARCH(1,1) MODEL (Q3551018) (← links)
- Asymptotics for semi-strong augmented GARCH(1,1) model (Q5046800) (← links)