Pages that link to "Item:Q5111779"
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The following pages link to Volatility asymmetry in functional threshold GARCH model (Q5111779):
Displaying 6 items.
- The asymmetric volatility in the gold market revisited (Q1672773) (← links)
- Nonparametric threshold estimation of spot volatility based on high-frequency data for time-dependent diffusion models with jumps (Q2114256) (← links)
- Asymmetric volatility impulse response functions (Q2681836) (← links)
- An empirical analysis of volatility clustering and asymmetry for the common stocks using FIEGARCH and EGARCH models (Q2864749) (← links)
- Comparing the performances of symmetric and asymmetric generalized autoregressive conditionally heteroscedasticity models based on long-memory models under different distributions (Q6172132) (← links)
- A feasible central limit theorem for realised covariation of SPDEs in the context of functional data (Q6590456) (← links)
