Pages that link to "Item:Q2277742"

The following pages link to On the relation between GARCH and stable processes (Q2277742):

Displaying 22 items.

• The method of simulated quantiles (Q528141) (← links)
• Estimation of stable distributions by indirect inference (Q530608) (← links)
• Precise tabulation of the maximally-skewed stable distributions and densities (Q673281) (← links)
• Indirect estimation of \(\alpha \)-stable stochastic volatility models (Q961424) (← links)
• Monte Carlo inference in econometric models with symmetric stable disturbances (Q1305675) (← links)
• Testing the stable Paretian assumption (Q1600528) (← links)
• Estimating GARCH-type models with symmetric stable innovations: indirect inference versus maximum likelihood (Q1623518) (← links)
• Spectral tests of the martingale hypothesis under conditional heteroscedasticity (Q1841190) (← links)
• On estimation and testing goodness of fit for \(m\)-dependent stable sequences (Q1841194) (← links)
• Stationarity of stable power-GARCH processes. (Q1858909) (← links)
• Inference procedures for stable-Paretian stochastic volatility models (Q1931045) (← links)
• Inference for vast dimensional elliptical distributions (Q2259103) (← links)
• On the properties of the coefficient of determination in regression models with infinite variance variables (Q2451781) (← links)
• Indirect Estimation of α-Stable Distributions and Processes (Q3499435) (← links)
• ADAPTIVE DENSITY ESTIMATION FOR GENERAL ARCH MODELS (Q3551012) (← links)
• Modeling asset returns with alternative stable distributions^* (Q4286238) (← links)
• Testing for persistence in stock returns with GARCH-stable shocks (Q4610232) (← links)
• Nonparametric volatility density estimation for discrete time models (Q4651100) (← links)
• (Q4702173) (← links)
• Bayesian International Evidence on Heavy Tails, Non-Stationarity and Asymmetry over the Business Cycle (Q4832047) (← links)
• Testing for stability based on the empirical characteristic funstion with applications to financial data (Q4949760) (← links)
• Indirect estimation of randomized generalized autoregressive conditional heteroskedastic models (Q5220905) (← links)