Hybrid quantile estimation for asymmetric power GARCH models (Q2116338): Difference between revisions

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-Wai Keung Li
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+Generalized autoregressive conditional heteroscedasticity
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+Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
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+Strict Stationarity Testing and Estimation of Explosive and Stationary Generalized Autoregressive Conditional Heteroscedasticity Models
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+Inference in nonstationary asymmetric GARCH models
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+Risk-parameter estimation in volatility models
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+Asymptotic properties of LS and QML estimators for a class of nonlinear GARCH processes
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+Asymptotic Normality of the QMLE Estimator of ARCH in the Nonstationary Case
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+ASYMPTOTIC INFERENCE FOR NONSTATIONARY GARCH
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+The ZD-GARCH model: a new way to study heteroscedasticity
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+Estimation and tests for power-transformed and threshold GARCH models
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+Conditional Quantile Estimation for Generalized Autoregressive Conditional Heteroscedasticity Models
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+Hybrid Quantile Regression Estimation for Time Series Models with Conditional Heteroscedasticity
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+Global self-weighted and local quasi-maximum exponential likelihood estimators for ARMA-GARCH/IGARCH models
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