The following pages link to (Q4779802):
Displayed 50 items.
- On estimation in conditional heteroskedastic time series models under non-normal distribu\-tions (Q946254) (← links)
- Statistical estimation errors of VaR under ARCH returns (Q947259) (← links)
- A genetic estimation algorithm for parameters of stochastic ordinary differential equations (Q957005) (← links)
- Bootstrap prediction for returns and volatilities in GARCH models (Q959315) (← links)
- The effects of misspecified marginals and copulas on computing the value at risk: a Monte Carlo study (Q961410) (← links)
- Penalized spline estimation for functional coefficient regression models (Q962336) (← links)
- Parametric and nonparametric models and methods in financial econometrics (Q975560) (← links)
- The Birnbaum-Saunders autoregressive conditional duration model (Q991167) (← links)
- Goodness-of-fit testing under long memory (Q993816) (← links)
- Testing for multivariate autoregressive conditional heteroskedasticity using wavelets (Q1010560) (← links)
- On the interday homogeneity in the intraday rate of trading (Q1013160) (← links)
- Modelling dynamic portfolio risk using risk drivers of elliptical processes (Q1017766) (← links)
- A Bayesian approach to relaxing parameter restrictions in multivariate GARCH models (Q1019488) (← links)
- Measuring the efficiency of the intraday Forex market with a universal data compression algorithm (Q1020542) (← links)
- A Bayesian analysis of moving average processes with time-varying parameters (Q1020904) (← links)
- Subset selection for vector autoregressive processes using Lasso (Q1023702) (← links)
- An XML-based schema for stochastic programs (Q1026581) (← links)
- A family of autoregressive conditional duration models applied to financial data (Q1623666) (← links)
- A necessary and sufficient condition for edge universality at the largest singular values of covariance matrices (Q1661567) (← links)
- Extended dynamic generalized linear models: the two-parameter exponential family (Q1662186) (← links)
- Kernel estimation of extreme regression risk measures (Q1697481) (← links)
- Estimating the integrated volatility with tick observations (Q1739633) (← links)
- Nonlinear time series analysis since 1990: Some personal reflections (Q1862924) (← links)
- Empirical likelihood inference for partially time-varying coefficient errors-in-variables models (Q1950849) (← links)
- Empirical likelihood ratio tests for multivariate regression models (Q1956533) (← links)
- Estimation and test of jump discontinuities in varying coefficient models with empirical applications (Q2002725) (← links)
- Wavelet-M-estimation for time-varying coefficient time series models (Q2004153) (← links)
- Identifying and responding to outlier demand in revenue management (Q2030350) (← links)
- PID: a PDF-induced distance based on permutation cross-distribution entropy (Q2296210) (← links)
- Wavelet estimation in time-varying coefficient models (Q2332668) (← links)
- Statistical analysis of a class of factor time series models (Q2369521) (← links)
- Goodness-of-fit tests for vector autoregressive models in time series (Q2379236) (← links)
- Evaluating financial time series models for irregularly spaced data: a spectral density approach (Q2384591) (← links)
- On kernel smoothing for extremal quantile regression (Q2435253) (← links)
- A feasible natural hedging strategy for insurance companies (Q2443233) (← links)
- A linearly distributed lag estimator with \(r\)-convex coefficients (Q2445739) (← links)
- Support vector machine as an efficient framework for stock market volatility forecasting (Q2468372) (← links)
- Fuzzy coefficient volatility (FCV) models with applications (Q2473222) (← links)
- Multivariate stochastic volatility with Bayesian dynamic linear models (Q2474386) (← links)
- Stochastic flows and finite block frames (Q2481891) (← links)
- Asymptotics of rank order statistics for ARCH residual empirical processes. (Q2574560) (← links)
- On the Strong Consistency of the Kernel Estimator of Extreme Conditional Quantiles (Q2787230) (← links)
- Least tail-trimmed squares for infinite variance autoregressions (Q2852489) (← links)
- Testing for intercept-scale switch in linear autoregression (Q2856549) (← links)
- Empirical Likelihood Intervals for Conditional Value-at-Risk in Heteroscedastic Regression Models (Q2911698) (← links)
- Optimization of Portfolio Compositions for Small and Medium Price-Taking Traders (Q2957704) (← links)
- Mixture Gaussian Time Series Modeling of Long-Term Market Returns (Q3010446) (← links)
- Empirical likelihood intervals for conditional Value-at-Risk in ARCH/GARCH models (Q3077676) (← links)
- Minimum alpha-divergence estimation for arch models (Q3440738) (← links)
- On a Mixture GARCH Time-Series Model (Q3440750) (← links)