The following pages link to On periodic EGARCH models (Q5867420):
Displaying 5 items.
- A periodic stage-structure model (Q1431974) (← links)
- QMLE for periodic time-varying asymmetric log GARCH models (Q2231570) (← links)
- Estimation and Asymptotic Properties in Periodic<i>GARCH</i>(1, 1) Models (Q2864659) (← links)
- Periodic integer-valued GARCH(1, 1) model (Q2974922) (← links)
- On periodic logGARCH model with empirical application model with empirical application (Q6657831) (← links)