Pages that link to "Item:Q1010531"

The following pages link to Minimum distance estimation of GARCH(1,1) models (Q1010531):

Displaying 9 items.

• On periodic time-varying bilinear processes: structure and asymptotic inference (Q333536) (← links)
• Minimum density power divergence estimator for GARCH models (Q619106) (← links)
• Simulated minimum Hellinger distance estimation of stochastic volatility models (Q961438) (← links)
• A GMM procedure for combining volatility forecasts (Q1023635) (← links)
• Deciding between GARCH and stochastic volatility via strong decision rules (Q1044073) (← links)
• Minimum density power divergence estimator for Poisson autoregressive models (Q1623690) (← links)
• ASYMPTOTIC THEORY FOR A FACTOR GARCH MODEL (Q3632428) (← links)
• Robust minimum distance estimators for the CARR(1,1) model (Q5033942) (← links)
• Robust and efficient estimation of GARCH models based on Hellinger distance (Q5044704) (← links)