The following pages link to Varying Coefficient GARCH Models (Q3646953):
Displayed 4 items.
- Semi-parametric estimation and forecasting for exogenous log-GARCH models (Q285838) (← links)
- Strong consistency and asymptotic normality of least squares estimators for PGARCH and PARMA-PGARCH models (Q990922) (← links)
- A time varying \(\mathrm{GARCH}(p,q)\) model and related statistical inference (Q2637362) (← links)
- Nonparametric estimation of a time-varying GARCH model (Q5299865) (← links)