Semiparametric efficient adaptive estimation of asymmetric GARCH models (Q274928): Difference between revisions

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-.1016/j.jeconom.2005.03.019
@@ Property / DOI: 10.1016/j.jeconom.2005.03.019 / rank @@
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+Q4277836
@@ Property / cites work: Q4277836 / rank @@
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+Generalized autoregressive conditional heteroscedasticity
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+Quasi-maximum likelihood estimation and inference in dynamic models with time-varying covariances
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+Efficient estimation in semiparametric GARCH models
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+Adaptive estimation in time-series models
@@ Property / cites work: Adaptive estimation in time-series models / rank @@
+Normal rank
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+Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
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+A characterization of limiting distributions of regular estimates
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+Efficient estimation in nonlinear autoregressive time-series models
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+Semiparametric efficiency bounds
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+Asymptotic Bias for Quasi-Maximum-Likelihood Estimators in Conditional Heteroskedasticity Models
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+On asymptotically efficient estimation in semiparametric models
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+Semiparametric efficient adaptive estimation of asymmetric GARCH models
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@@ Property / cites work @@
+Q5445942
@@ Property / cites work: Q5445942 / rank @@
+Normal rank
@@ Property / DOI @@
+.1016/J.JECONOM.2005.03.019
@@ Property / DOI: 10.1016/J.JECONOM.2005.03.019 / rank @@
+Normal rank