New GARCH models Mohamad 30 novembre 2012 22:17 S’abonner 1 Nonlinear GARCH (NGARCH) QGARCH GJR-GARCH TGARCH model Fractional GARCH GARCH-X SR-SARV(p) for stochastic volatility ARFIMA CARMA (continuous time ARMA) Regime Switching Models Extreme values Facebook Twitter LinkedIn
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Would you have the project of developing Fractional integrated EGARCH (FIEGARCH) models?
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