Pages that link to "Item:Q1302764"
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The following pages link to Properties of moments of a family of GARCH processes (Q1302764):
Displayed 13 items.
- Approximation methods for multiple period Value at Risk and Expected Shortfall prediction (Q5001182) (← links)
- Asymptotics for semi-strong augmented GARCH(1,1) model (Q5046800) (← links)
- Detecting long-range dependence with truncated ratios of periodogram ordinates (Q5078575) (← links)
- ECONOMETRIC ANALYSIS OF VOLATILITY COMPONENT MODELS (Q5247357) (← links)
- WEAK DEPENDENCE: MODELS AND APPLICATIONS TO ECONOMETRICS (Q5314881) (← links)
- Likelihood inference for discriminating between long‐memory and change‐point models (Q5397940) (← links)
- A Family of Markov‐Switching Garch Processes (Q5397964) (← links)
- Stability conditions for heteroscedastic factor models with conditionally autoregressive betas (Q5495694) (← links)
- AN EXTENDED CONSTANT CONDITIONAL CORRELATION GARCH MODEL AND ITS FOURTH-MOMENT STRUCTURE (Q5696353) (← links)
- Particle learning for Bayesian semi-parametric stochastic volatility model (Q5860957) (← links)
- Robust inference in conditionally heteroskedastic autoregressions (Q5860968) (← links)
- Root-\(T\) consistent density estimation in GARCH models (Q5964750) (← links)
- Inference on co-integration parameters in heteroskedastic vector autoregressions (Q5964751) (← links)