Pages that link to "Item:Q1808557"
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The following pages link to Efficiency comparisons of maximum-likelihood-based estimators in GARCH models (Q1808557):
Displaying 15 items.
- Restricted normal mixture QMLE for non-stationary TGARCH(1,1) models (Q477106) (← links)
- GEL estimation for heavy-tailed GARCH models with robust empirical likelihood inference (Q894634) (← links)
- Fat tails and asymmetry in financial volatility models. (Q1427747) (← links)
- Maximum entropy test for GARCH models (Q1731233) (← links)
- Specification tests for the error distribution in GARCH models (Q1927139) (← links)
- Asymptotic properties of \textit{QMLE} for seasonal threshold \textit{GARCH} model with periodic coefficients (Q2059106) (← links)
- SEMIPARAMETRIC MULTIVARIATE VOLATILITY MODELS (Q2886942) (← links)
- On the efficiency of a semi‐parametric GARCH model (Q3018505) (← links)
- GSH Dependence Modeling with an Application to Risk Management (Q3167840) (← links)
- Minimum alpha-divergence estimation for arch models (Q3440738) (← links)
- Transformations to symmetry based on the probability weighted characteristic function (Q3462428) (← links)
- BL-GARCH models with elliptical distributed innovations (Q3589975) (← links)
- Misspecification Testing for the Conditional Distribution Model in GARCH-Type Processes (Q3615085) (← links)
- Rao's score test with nonparametric density estimators (Q5943795) (← links)
- Stochastic variational inference for GARCH models (Q6190666) (← links)
