Pages that link to "Item:Q1355665"

The following pages link to ARCH models and financial applications (Q1355665):

Displaying 42 items.

• Functional ARCH and GARCH models: a Yule-Walker approach (Q2219213) (← links)
• Extreme market risk and extreme value theory (Q2227458) (← links)
• Improving forecasts with the co-range dynamic conditional correlation model (Q2338532) (← links)
• Stochastic nonlinear time series forecasting using time-delay reservoir computers: performance and universality (Q2339418) (← links)
• Statistical analysis of a class of factor time series models (Q2369521) (← links)
• On constructing expert Betas for single-index model (Q2371378) (← links)
• Generalized least squares estimation for explosive AR(1) processes with conditionally heteroscedastic errors (Q2467376) (← links)
• A note on the identifiability of the conditional expectation for the mixtures of neural networks (Q2483449) (← links)
• The empirical distribution function and partial sum process of residuals from a stationary ARCH with drift process (Q2495334) (← links)
• Applying nonlinear generalized autoregressive conditional heteroscedasticity to compensate ANFIS outputs tuned by adaptive support vector regression (Q2508924) (← links)
• Asymptotics of rank order statistics for ARCH residual empirical processes. (Q2574560) (← links)
• Power transformation and threshold modeling for ARCH innovations with applications to tests for ARCH structure. (Q2574642) (← links)
• Forecasting stock index volatility (Q2722284) (← links)
• An application of three bivariate time-varying volatility models (Q2722298) (← links)
• Nonparametric tests for conditional independence using conditional distributions (Q2934399) (← links)
• Empirical likelihood intervals for conditional Value-at-Risk in ARCH/GARCH models (Q3077676) (← links)
• Asymptotic Quasi-Likelihood Based on Kernel Smoothing for Multivariate Heteroschedastic Models with Correlation (Q3104338) (← links)
• Modeling Asset Prices (Q3112452) (← links)
• A Multivariate Threshold Varying Conditional Correlations Model (Q3404109) (← links)
• Local likelihood estimators in a regression model for stock returns (Q3539547) (← links)
• Adaptive Cascade (Q3562812) (← links)
• BL-GARCH models with elliptical distributed innovations (Q3589975) (← links)
• Regular Variation and Extremal Dependence of GARCH Residuals with Application to Market Risk Measures (Q3615082) (← links)
• DYNAMIC FACTOR MODELS (Q4471130) (← links)
• Parameter Estimation in Conditional Heteroscedastic Models (Q4707029) (← links)
• Bayesian multivariate GARCH models with dynamic correlations and asymmetric error distributions (Q5128581) (← links)
• Martingale Estimating Functions for Stochastic Processes: A Review Toward a Unifying Tool (Q5167874) (← links)
• Asymptotics of $L_\lambda$ -Norms of ARCH(p) Innovation Density Estimators (Q5167875) (← links)
• Bayesian inference of asymmetric stochastic conditional duration models (Q5222408) (← links)
• A STATISTICAL TEST OF VOLATILITY PERSISTENCE IN GARCH MODELS AND APPLICATION TO STOCK EXCHANGE (Q5229423) (← links)
• Aspects of prediction (Q5245624) (← links)
• Asymptotic properties in ARCH(p)-time series (Q5457949) (← links)
• Predictability and model selection in the context of ARCH models (Q5467274) (← links)
• High-dimensional penalized arch processes (Q5861049) (← links)
• Contemporaneous asymmetry in GARCH processes (Q5932779) (← links)
• Reconsidering the gains in efficiency from ML estimation versus OLS in ARCH models (Q5958363) (← links)
• On nonparametric estimation of a nonparametric autoregressive conditionally heteroscedastic process (Q6045963) (← links)
• Spectral analysis for <i>GARCH</i> processes through a bilinear representation (Q6096159) (← links)
• High‐dimensional sparse multivariate stochastic volatility models (Q6135331) (← links)
• Grey system forecasting model with random disturbance term and its optimization (Q6536960) (← links)
• Right and left kurtosis measures: large sample estimation and an application to financial returns (Q6537780) (← links)
• Volatility Martingale Difference Divergence Matrix and Its Application to Dimension Reduction for Multivariate Volatility (Q6626286) (← links)