Pages that link to "Item:Q5229423"
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The following pages link to A STATISTICAL TEST OF VOLATILITY PERSISTENCE IN GARCH MODELS AND APPLICATION TO STOCK EXCHANGE (Q5229423):
Displaying 3 items.
- Modeling stock markets' volatility using GARCH models with normal, Student's \(t\) and stable Paretian distributions (Q840975) (← links)
- Distributional analysis of empirical volatility in GARCH processes (Q947260) (← links)
- Testing for volatility interactions in the Constant Conditional Correlation GARCH model (Q3566443) (← links)