The following pages link to Qualitative threshold ARCH models (Q1185111):
Displaying 27 items.
- Estimating linear representations of nonlinear processes (Q111924) (← links)
- Graphical modelling of multivariate time series (Q438963) (← links)
- Robust forecast combinations (Q738116) (← links)
- Estimation of nonlinear autoregressive models using design-adapted wavelets (Q816372) (← links)
- Asymptotic inference in multiple-threshold double autoregressive models (Q888334) (← links)
- ARCH modeling in finance. A review of the theory and empirical evidence (Q1185104) (← links)
- Nonparametric vector autoregression (Q1299541) (← links)
- Autoregressive conditional heteroskedasticity and changes in regime (Q1341198) (← links)
- Encompassing in stationary linear dynamic models (Q1341212) (← links)
- Looking for evidence of speculative stockholding in commodity markets (Q1350648) (← links)
- Efficient estimation in semiparametric GARCH models (Q1372928) (← links)
- Local polynomial estimators of the volatility function in nonparametric autoregression (Q1372929) (← links)
- Estimation of nonlinear time series with conditional heteroscedastic variances by iteratively weighted least squares (Q1392035) (← links)
- Modeling long memory in stock market volatility (Q1588307) (← links)
- Adaptive estimation of mean and volatility functions in (auto-)regressive models. (Q1766042) (← links)
- Stability and the Lyapounov exponent of threshold AR-ARCH models (Q1769418) (← links)
- Two-stage generalized moment method with applications to regressions with heteroscedasticity of unknown form (Q1918144) (← links)
- Non-parametric news impact curve: a variational approach (Q2156537) (← links)
- Threshold factor models for high-dimensional time series (Q2305974) (← links)
- Pricing with finite dimensional dependence (Q2347715) (← links)
- Splines for Financial Volatility (Q2920261) (← links)
- Postmodel selection estimators of variance function for nonlinear autoregression (Q3077675) (← links)
- Non-parametric estimation of a multiscale CHARN model using SVR (Q3182652) (← links)
- ASYMPTOTICS OF THE QMLE FOR A CLASS OF ARCH(q) MODELS (Q3375346) (← links)
- Kernel deconvolution of stochastic volatility models (Q4677031) (← links)
- A Comparison of the Runs Test for Volatility Forecastability and the LM Test for GARCH Using Aggregated Returns (Q5423184) (← links)
- Stationarity and ergodic properties for some observation-driven models in random environments (Q6180367) (← links)
