A time varying \(\mathrm{GARCH}(p,q)\) model and related statistical inference (Q2637362): Difference between revisions

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+Generalized autoregressive conditional heteroscedasticity
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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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+Generalized bootstrap for estimating equations
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+DETECTING FOR SMOOTH STRUCTURAL CHANGES IN GARCH MODELS
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+Detecting parameter shift in garch models
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+Varying Coefficient GARCH Models
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+Statistical inference for time-varying ARCH processes
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+Extreme Value Theory for GARCH Processes
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+Simultaneous Confidence Bands and Hypothesis Testing in Varying-coefficient Models
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+Normalized least-squares estimation in time-varying ARCH models
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+Q4298924
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+Exchangeably weighted bootstraps of the general empirical process
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+A time varying \(\mathrm{GARCH}(p,q)\) model and related statistical inference
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+Asymmetric Volatility Models with Structural Breaks
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+Nonparametric estimation of a time-varying GARCH model
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+Q4791405
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