Pages that link to "Item:Q4828167"
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The following pages link to Time Dependence and Moments of a Family of Time‐Varying Parameter Garch in Mean Models (Q4828167):
Displayed 6 items.
- Estimation and properties of a time-varying GQARCH(1,1)-M model (Q642451) (← links)
- Finite-sample theory and bias correction of maximum likelihood estimators in the EGARCH model (Q1726177) (← links)
- Empirical likelihood inference for functional coefficient ARCH-M model (Q1734927) (← links)
- Statistic inference for a single-index ARCH-M model (Q4638687) (← links)
- Estimation, Testing, and Finite Sample Properties of Quasi-Maximum Likelihood Estimators in GARCH-M Models (Q5080157) (← links)
- Estimation and Properties of a Time-Varying EGARCH(1,1) in Mean Model (Q5864358) (← links)