An analysis of the flexibility of asymmetric power GARCH models (Q1010472): Difference between revisions

@@ Property / cites work @@
+The impact of general non-parametric volatility functions in multivariate GARCH models
+Normal rank
@@ Property / cites work @@
+Mixture transition distribution (MTD) modeling of heteroscedastic time series
+Normal rank
@@ Property / cites work @@
+Generalized autoregressive conditional heteroscedasticity
+Normal rank
@@ Property / cites work @@
+Unobserved component models with asymmetric conditional variances
+Normal rank
@@ Property / cites work @@
+The use of GARCH models in VaR estimation
@@ Property / cites work: The use of GARCH models in VaR estimation / rank @@
+Normal rank
@@ Property / cites work @@
+Estimating confidence regions over bounded domains
+Normal rank
@@ Property / cites work @@
+Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
+Normal rank
@@ Property / cites work @@
+Neglecting parameter changes in GARCH models
@@ Property / cites work: Neglecting parameter changes in GARCH models / rank @@
+Normal rank
@@ Property / cites work @@
+The asymptotic convexity of the negative likelihood function of GARCH models
+Normal rank
@@ Property / cites work @@
+Conditional Heteroskedasticity in Asset Returns: A New Approach
+Normal rank
@@ Property / cites work @@
+Filtering and forecasting with misspecified ARCH models I. Getting the right variance with the wrong model
+Normal rank
@@ Property / cites work @@
+Bootstrap prediction for returns and volatilities in GARCH models
+Normal rank
@@ Property / cites work @@
+Remarks on a Multivariate Transformation
@@ Property / cites work: Remarks on a Multivariate Transformation / rank @@
+Normal rank
@@ Property / cites work @@
+Q4727203
@@ Property / cites work: Q4727203 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5445942
@@ Property / cites work: Q5445942 / rank @@
+Normal rank
@@ Property / cites work @@
+A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
+Normal rank
@@ Property / cites work @@
+Evaluating volatility forecasts in option pricing in the context of a simulated options market
+Normal rank