Pages that link to "Item:Q2826010"
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The following pages link to SPLINE ESTIMATION OF A SEMIPARAMETRIC GARCH MODEL (Q2826010):
Displayed 4 items.
- Efficient estimation of multivariate semi-nonparametric GARCH filtered copula models (Q2658800) (← links)
- Two‐Step Estimation for Time Varying Arch Models (Q5121011) (← links)
- Estimation and inference in factor copula models with exogenous covariates (Q6108312) (← links)
- Bayesian modelling of time-varying conditional heteroscedasticity (Q6117927) (← links)