Pages that link to "Item:Q5397964"
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The following pages link to A Family of Markov‐Switching Garch Processes (Q5397964):
Displaying 6 items.
- Structure of a double autoregressive process driven by a hidden Markov chain (Q449432) (← links)
- Long memory with Markov-switching GARCH (Q1934779) (← links)
- Stationarity for a Markov-switching Box-Cox transformed threshold GARCH process (Q2467375) (← links)
- Skew-Normal Mixture and Markov-Switching GARCH Processes (Q3064340) (← links)
- ON THE TAIL BEHAVIORS OF A FAMILY OF GARCH PROCESSES (Q3408523) (← links)
- Markov-Switching GARCH Modelling of Value-at-Risk (Q3574728) (← links)