Pages that link to "Item:Q1299545"
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The following pages link to Estimating high-frequency foreign exchange rate volatility with nonparametric ARCH models (Q1299545):
Displaying 7 items.
- Estimating function approach for CHARN models (Q475342) (← links)
- Estimation of nonlinear autoregressive models using design-adapted wavelets (Q816372) (← links)
- Splines for Financial Volatility (Q2920261) (← links)
- Non-parametric estimation of a multiscale CHARN model using SVR (Q3182652) (← links)
- Local Estimation in AR Models with Nonparametric ARCH Errors (Q3634559) (← links)
- Local Likelihood for non‐parametric ARCH(1) models (Q5467603) (← links)
- Durations, volume and the prediction of financial returns in transaction time (Q5697321) (← links)
