Pages that link to "Item:Q2886942"
From MaRDI portal
The following pages link to SEMIPARAMETRIC MULTIVARIATE VOLATILITY MODELS (Q2886942):
Displaying 11 items.
- Tests for conditional ellipticity in multivariate GARCH models (Q503569) (← links)
- Semi- and nonparametric ARCH processes (Q609736) (← links)
- On asymptotic theory for multivariate GARCH models (Q842922) (← links)
- Identification of structural multivariate GARCH models (Q2116335) (← links)
- Consistent non-Gaussian pseudo maximum likelihood estimators (Q2280575) (← links)
- Bayesian semiparametric multivariate GARCH modeling (Q2442573) (← links)
- New testing approaches for mean-variance predictability (Q2658802) (← links)
- On the efficiency of a semi‐parametric GARCH model (Q3018505) (← links)
- Semiparametric estimation of volatility: some models and complexity choice in the adaptive functional-coefficient class (Q3019823) (← links)
- ASYMPTOTIC THEORY FOR A FACTOR GARCH MODEL (Q3632428) (← links)
- Consistent Pseudo-Maximum Likelihood Estimators and Groups of Transformations (Q5225252) (← links)
