The following pages link to ON MIXTURE MEMORY GARCH MODELS (Q5408110):
Displaying 9 items.
- Stable mixture GARCH models (Q528154) (← links)
- A long memory model with normal mixture GARCH (Q656952) (← links)
- A new hyperbolic GARCH model (Q888335) (← links)
- Multivariate mixed normal conditional heteroskedasticity (Q1019987) (← links)
- Stationarity and functional central limit theorem for ARCH(\(\infty\)) models (Q1787244) (← links)
- Statistical inference for mixture GARCH models with financial application (Q2135925) (← links)
- On the Transmission of Memory in Garch‐in‐Mean Models (Q3192402) (← links)
- On a Mixture GARCH Time-Series Model (Q3440750) (← links)
- Ian McLeod’s Contribution to Time Series Analysis—A Tribute (Q4976474) (← links)
