Pages that link to "Item:Q840975"
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The following pages link to Modeling stock markets' volatility using GARCH models with normal, Student's \(t\) and stable Paretian distributions (Q840975):
Displayed 9 items.
- Markov switching asymmetric GARCH model: stability and forecasting (Q779705) (← links)
- Fourier inference for stochastic volatility models with heavy-tailed innovations (Q1785815) (← links)
- Specification tests for the error distribution in GARCH models (Q1927139) (← links)
- Recursive computation of piecewise constant volatilities (Q1927142) (← links)
- Methods for estimating the upcrossings index: improvements and comparison (Q2010796) (← links)
- Asymptotic normality of the MLE in the level-effect ARCH model (Q2066488) (← links)
- Estimation of volatility causality in structural autoregressions with heteroskedasticity using independent component analysis (Q2175635) (← links)
- Estimating the Population Coefficient of Variation by Confidence Intervals (Q3102875) (← links)
- A characteristic function-based approach to approximate maximum likelihood estimation (Q5160244) (← links)