The following pages link to Qualitative threshold ARCH models (Q1185111):
Displayed 17 items.
- Estimating linear representations of nonlinear processes (Q111924) (← links)
- Estimation of nonlinear autoregressive models using design-adapted wavelets (Q816372) (← 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)
- 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)