Pages that link to "Item:Q5076941"
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The following pages link to Power periodic threshold GARCH model: Structure and estimation (Q5076941):
Displaying 6 items.
- Estimation and tests for power-transformed and threshold GARCH models (Q290965) (← links)
- Probabilistic properties of periodic GARCH prosses (Q1009536) (← links)
- Asymptotic properties of \textit{QMLE} for seasonal threshold \textit{GARCH} model with periodic coefficients (Q2059106) (← links)
- On the distribution estimation of power threshold GARCH processes (Q2817307) (← links)
- Quasi-maximum likelihood estimation of periodic GARCH and periodic ARMA-GARCH processes (Q3077640) (← links)
- (Q5195363) (← links)