Pages that link to "Item:Q1185107"

The following pages link to Prediction in dynamic models with time-dependent conditional variances (Q1185107):

Displaying 24 items.

• Inventory control under temporal demand heteroscedasticity (Q879290) (← links)
• Common volatility and correlation clustering in asset returns (Q884052) (← links)
• Bootstrap prediction for returns and volatilities in GARCH models (Q959315) (← links)
• A new estimator method for GARCH models (Q978796) (← links)
• Minimum distance estimation of GARCH(1,1) models (Q1010531) (← links)
• ARCH modeling in finance. A review of the theory and empirical evidence (Q1185104) (← links)
• Prediction in dynamic models with time-dependent conditional variances (Q1185107) (← links)
• Reconciling the term structure of interest rates with the consumption-based ICAP model (Q1351345) (← links)
• Value at risk calculation through ARCH factor methodology: Proposal and comparative analysis. (Q1406485) (← links)
• New and fast block bootstrap-based prediction intervals for GARCH(1,1) process with application to exchange rates (Q1744731) (← links)
• Probabilistic forecasting of wave height for offshore wind turbine maintenance (Q1754263) (← links)
• Stationarity of stable power-GARCH processes. (Q1858909) (← links)
• Long memory processes and fractional integration in econometrics (Q1922357) (← links)
• Modeling and pricing long memory in stock market volatility (Q1922362) (← links)
• Forecasting energy commodity prices using neural networks (Q1929898) (← links)
• Bootstrapping forecast intervals in ARCH models (Q1969428) (← links)
• Nonstationary generalised autoregressive conditional heteroskedasticity modelling for fitting higher order moments of financial series within moving time windows (Q2149183) (← links)
• Tracking volatility (Q2432948) (← links)
• Computationally efficient bootstrap prediction intervals for returns and volatilities in ARCH and GARCH processes (Q3018538) (← links)
• Incorporating higher moments into value-at-risk forecasting (Q3065537) (← links)
• Dynamic density forecasts for multivariate asset returns (Q3101653) (← links)
• Forecast Evaluation in the Presence of Unobserved Volatility (Q3157841) (← links)
• FINANCIAL AND OTHER SPATIO-TEMPORAL TIME SERIES: LONG-RANGE CORRELATIONS AND SPECTRAL PROPERTIES (Q3368601) (← links)
• GARCH density and functional forecasts (Q6108262) (← links)