Pages that link to "Item:Q4319212"
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The following pages link to Autoregressive Conditional Density Estimation (Q4319212):
Displayed 50 items.
- Robust estimation with flexible parametric distributions: estimation of utility stock betas (Q3564808) (← links)
- Value at Risk with time varying variance, skewness and kurtosis-the NIG-ACD model (Q3566440) (← links)
- BL-GARCH models with elliptical distributed innovations (Q3589975) (← links)
- QUASI-MAXIMUM LIKELIHOOD ESTIMATION OF SEMI-STRONG GARCH MODELS (Q3632433) (← links)
- Neural network copula portfolio optimization for exchange traded funds (Q4554457) (← links)
- Risk forecasting in (T)GARCH models with uncorrelated dependent innovations (Q4555065) (← links)
- Empirical Evidence Linking Futures Price Movements of Biofuel Crops and Conventional Energy Fuel (Q4558847) (← links)
- Using Conditional Copula to Estimate Value-at-Risk in Vietnam’s Foreign Exchange Market (Q4558861) (← links)
- AN IMPROVED GENERALIZED SPECTRAL TEST FOR CONDITIONAL MEAN MODELS IN TIME SERIES WITH CONDITIONAL HETEROSKEDASTICITY OF UNKNOWN FORM (Q4562558) (← links)
- Modelling exchange rate returns: which flexible distribution to use? (Q4619490) (← links)
- How does the choice of Value-at-Risk estimator influence asset allocation decisions? (Q4619539) (← links)
- GARCH model selection criteria (Q4647269) (← links)
- Portfolio selection with commodities under conditional copulas and skew preferences (Q4683000) (← links)
- Two-step methods in VaR prediction and the importance of fat tails (Q4683039) (← links)
- News, volatility and jumps: the case of natural gas futures (Q4683076) (← links)
- Bootstrap entropy test for general location-scale time series models with heteroscedasticity (Q4960705) (← links)
- Conditional higher order moments in metal asset returns (Q5001119) (← links)
- Forecasting risk via realized GARCH, incorporating the realized range (Q5001146) (← links)
- Approximation methods for multiple period Value at Risk and Expected Shortfall prediction (Q5001182) (← links)
- (Q5011444) (← links)
- Modeling with a large class of unimodal multivariate distributions (Q5036452) (← links)
- Skew selection for factor stochastic volatility models (Q5037043) (← links)
- Dynamic quantile function models (Q5039628) (← links)
- Market price of risk estimation: Does distribution matter? (Q5039786) (← links)
- Testing and dating structural changes in copula-based dependence measures (Q5073383) (← links)
- Markov switch smooth transition HYGARCH model: Stability and estimation (Q5077192) (← links)
- A generalized ordered Probit model (Q5077382) (← links)
- Partially Adaptive Estimation of the Censored Regression Model (Q5080466) (← links)
- Risk measurement for conditionally heteroscedastic location-scale time series models with ASTD and AEPD innovations (Q5083339) (← links)
- Portfolios of value and momentum: disappointment aversion and non-normalities (Q5092642) (← links)
- On entropy-based goodness-of-fit test for asymmetric Student-<i>t</i> and exponential power distributions (Q5106768) (← links)
- Semi-parametric expected shortfall forecasting in financial markets (Q5106839) (← links)
- On hysteretic vector autoregressive model with applications (Q5107318) (← links)
- Robust modeling using the generalized epsilon-skew-<i>t</i>distribution (Q5127130) (← links)
- One-step<i>M</i>-estimators: Jones and Faddy's skewed<i>t</i>-distribution (Q5129051) (← links)
- A robust statistical approach to select adequate error distributions for financial returns (Q5138523) (← links)
- Multivariate elliptically contoured autoregressive process (Q5148633) (← links)
- COMPARING THE SMALL-SAMPLE ESTIMATION ERROR OF CONCEPTUALLY DIFFERENT RISK MEASURES (Q5157840) (← links)
- The McDonald arcsine distribution: a new model to proportional data (Q5169760) (← links)
- A generalized class of skew distributions and associated robust quantile regression models (Q5175764) (← links)
- Extreme downside risk and market turbulence (Q5212065) (← links)
- On double hysteretic heteroskedastic model (Q5222509) (← links)
- Backtesting extreme value theory models of expected shortfall (Q5234339) (← links)
- Stock market uncertainty and economic fundamentals: an entropy-based approach (Q5234346) (← links)
- A Copula Approach to Backward-Looking Factors in Market Based Inflation Expectations (Q5240331) (← links)
- An economic evaluation of stock–bond return comovements with copula-based GARCH models (Q5245467) (← links)
- Assessing dependence between financial market indexes using conditional time-varying copulas: applications to Value at Risk (VaR) (Q5247934) (← links)
- Heteroscedasticity and Distributional Assumptions in the Censored Regression Model (Q5265828) (← links)
- Simulated Method of Moments Estimation for Copula-Based Multivariate Models (Q5327297) (← links)
- SPECIFICATION TEST FOR CONDITIONAL DISTRIBUTION WITH FUNCTIONAL DATA (Q5389957) (← links)