Nonparametric estimation of a time-varying GARCH model (Q5299865): Difference between revisions

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+https://doi.org/10.1080/10485252.2012.728600
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+W1996341054
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@@ Property / cites work @@
+Long memory processes and fractional integration in econometrics
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+ESTIMATING THE ARCH PARAMETERS BY SOLVING LINEAR EQUATIONS
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+Bootstrapping a weighted linear estimator ï¿½of the ARCH parameters
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+Varying Coefficient GARCH Models
@@ Property / cites work: Varying Coefficient GARCH Models / rank @@
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+Statistical inference for time-varying ARCH processes
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+Statistical estimation in varying coefficient models
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+BOOTSTRAPPING STATIONARY AUTOREGRESSIVE MOVING‐AVERAGE MODELS
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+Normalized least-squares estimation in time-varying ARCH models
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+Bandwidth selection through cross-validation for semi-parametric varying-coefficient partially linear models
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+Statistical inference for time-inhomogeneous volatility models.
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+Q4865051
@@ Property / cites work: Q4865051 / rank @@
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+Publication:5299865