Pages that link to "Item:Q946254"

The following pages link to On estimation in conditional heteroskedastic time series models under non-normal distribu\-tions (Q946254):

Displaying 7 items.

• Moment matrices in conditional heteroskedastic models under elliptical distributions with applications in AR-ARCH models (Q641782) (← links)
• Markov switching asymmetric GARCH model: stability and forecasting (Q779705) (← links)
• The role of orthogonal polynomials in adjusting hyperpolic secant and logistic distributions to analyse financial asset returns (Q894875) (← links)
• Bayesian local influence for spatial autoregressive models with heteroscedasticity (Q2010803) (← links)
• Birnbaum-Saunders autoregressive conditional duration models applied to high-frequency financial data (Q2010814) (← links)
• Bayesian inference of smooth transition autoregressive (STAR)\((k)\)-GARCH\((l, m)\) models (Q2029214) (← links)
• Matrix differential calculus with applications in the multivariate linear model and its diagnostics (Q2062791) (← links)