Pages that link to "Item:Q4914961"
From MaRDI portal
The following pages link to Value-at-risk forecasting based on Gaussian mixture ARMA–GARCH model (Q4914961):
Displayed 5 items.
- Test for tail index constancy of GARCH innovations based on conditional volatility (Q2317888) (← links)
- Risk measurement for conditionally heteroscedastic location-scale time series models with ASTD and AEPD innovations (Q5083339) (← links)
- On a control chart for the Gini index with simulations (Q5085921) (← links)
- On entropy-based goodness-of-fit test for asymmetric Student-<i>t</i> and exponential power distributions (Q5106768) (← links)
- Copula-based estimation of value at risk for the portfolio problem (Q6130853) (← links)