Pages that link to "Item:Q1600528"
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The following pages link to Testing the stable Paretian assumption (Q1600528):
Displayed 10 items.
- Fourier-type estimation of the power GARCH model with stable-Paretian innovations (Q288103) (← links)
- Stable mixture GARCH models (Q528154) (← links)
- Estimating the codifference function of linear time series models with infinite variance (Q537535) (← links)
- Modelling heavy tails and asymmetry using \(ARCH\)-type models with stable Paretian distri\-bu\-tions (Q840372) (← links)
- Testing for independence in heavy-tailed time series using the codifference function (Q961960) (← links)
- Accurate value-at-risk forecasting based on the normal-GARCH model (Q1010573) (← links)
- Stationarity of stable power-GARCH processes. (Q1858909) (← links)
- Modeling fat tails in stock returns: a multivariate stable-GARCH approach (Q2512745) (← links)
- Value-at-risk forecasting based on Gaussian mixture ARMA–GARCH model (Q4914961) (← links)
- Tests for Volatility Shifts in Garch Against Long‐Range Dependence (Q5177968) (← links)