AN ALMOST CLOSED FORM ESTIMATOR FOR THE EGARCH MODEL (Q5357395): Difference between revisions

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+A Conditional Kolmogorov Test
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+Hybrid and Size-Corrected Subsampling Methods
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+The sample autocorrelations of heavy-tailed processes with applications to ARCH
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+Q3084090
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+Specification tests for nonlinear dynamic models
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+A CLOSED-FORM ESTIMATOR FOR THE GARCH(1,1) MODEL
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+Quasi-maximum-likelihood estimation in conditionally heteroscedastic time series: a stochastic recurrence equations approach
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+Continuous Invertibility and Stable QML Estimation of the EGARCH(1,1) Model
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+Whittle estimation of EGARCH and other exponential volatility models
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+Publication:5357395