Pages that link to "Item:Q1952010"

The following pages link to Statistical inference for non-stationary GARCH(\(p\),\(q\)) models (Q1952010):

Displaying 7 items.

• Restricted normal mixture QMLE for non-stationary TGARCH(1,1) models (Q477106) (← links)
• Asymptotic properties of QML estimation of multivariate periodic CCC-GARCH models (Q1631205) (← links)
• A note on the QMLE limit theory in the non-stationary ARCH(1) model (Q1695669) (← links)
• Asymptotic properties of \textit{QMLE} for seasonal threshold \textit{GARCH} model with periodic coefficients (Q2059106) (← links)
• QMLE for periodic time-varying asymmetric log GARCH models (Q2231570) (← links)
• RENORMING VOLATILITIES IN A FAMILY OF GARCH MODELS (Q4554606) (← links)
• QMLE for periodic absolute value GARCH models (Q6123179) (← links)