Pages that link to "Item:Q1659128"
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The following pages link to Testing for jumps in conditionally Gaussian ARMA-GARCH models, a robust approach (Q1659128):
Displaying 9 items.
- Testing for jumps in conditionally Gaussian ARMA-GARCH models, a robust approach (Q1659128) (← links)
- Cost-sensitive estimation of ARMA models for financial asset return data (Q1665027) (← links)
- Virtual historical simulation for estimating the conditional VaR of large portfolios (Q2190229) (← links)
- Correcting outliers in GARCH models: a weighted forward approach (Q2338226) (← links)
- Testing for misspecification in the short-run component of GARCH-type models (Q2691778) (← links)
- Quasi score-driven models (Q2697985) (← links)
- Outliers and misleading leverage effect in asymmetric GARCH-type models (Q2699591) (← links)
- Statistical tests of distributional scaling properties for financial return series (Q4554491) (← links)
- QML INFERENCE FOR VOLATILITY MODELS WITH COVARIATES (Q4629565) (← links)
