Location Multiplicative Error Models with Quasi Maximum Likelihood Estimation (Q5111852): Difference between revisions

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+The efficiency of the estimators of the parameters in GARCH processes.
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+GARCH processes: structure and estimation
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+Generalized autoregressive conditional heteroscedasticity
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+Strict stationarity of generalized autoregressive processes
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+Two-step likelihood estimation procedure for varying-coefficient models
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+MIXING AND MOMENT PROPERTIES OF VARIOUS GARCH AND STOCHASTIC  VOLATILITY MODELS
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+Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
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+A multiple indicators model for volatility using intra-daily data
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+Autoregressive Conditional Duration: A New Model for Irregularly Spaced Transaction Data
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+A family of autoregressive conditional duration models
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+Modelling zero-inflated spatio-temporal processes
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+GARCH Models
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+ASYMPTOTIC INFERENCE FOR NONSTATIONARY GARCH
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+Asymptotic Normality of the QMLE Estimator of ARCH in the Nonstationary Case
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+Zero-Inflated Poisson Regression, with an Application to Defects in Manufacturing
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+Multi-level zero-inflated Poisson regression modelling of correlated count                 data with excess zeros
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+ASYMPTOTIC THEORY FOR A VECTOR ARMA-GARCH MODEL
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+Conditional Heteroskedasticity in Asset Returns: A New Approach
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+Zero-inflated regression models for radiation-induced chromosome aberration data: A comparative study
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+Trading volume in financial markets: an introductory review
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+Q3583112
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+Threshold heteroskedastic models
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