Pages that link to "Item:Q1010561"

The following pages link to Comparison of nonnested asymmetric heteroskedastic models (Q1010561):

Displaying 13 items.

• Testing for nonlinearity in mean and volatility for heteroskedastic models (Q960346) (← links)
• Bayesian causal effects in quantiles: accounting for heteroscedasticity (Q961391) (← links)
• Saddlepoint approximations for the doubly noncentral \(t\) distribution (Q1019921) (← links)
• A bootstrap approach to test the conditional symmetry in time series models (Q1019981) (← links)
• Volatility forecasting using threshold heteroskedastic models of the intra-day range (Q1023630) (← links)
• A GMM procedure for combining volatility forecasts (Q1023635) (← links)
• Estimation and inference for exponential smooth transition nonlinear volatility models (Q1044066) (← links)
• Unfolded GARCH models (Q1657508) (← links)
• Smooth transition quantile capital asset pricing models with heteroscedasticity (Q1930398) (← links)
• Semi-parametric quantile estimation for double threshold autoregressive models with heteroskedasticity (Q2255921) (← links)
• Threshold variable selection of asymmetric stochastic volatility models (Q2259328) (← links)
• Multi-regime nonlinear capital asset pricing models (Q2866374) (← links)
• A Bayesian Perspective on Mixed GARCH Models with Jumps (Q2950563) (← links)