Pages that link to "Item:Q2448408"
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The following pages link to GARCH models without positivity constraints: exponential or log GARCH? (Q2448408):
Displaying 27 items.
- Semi-parametric estimation and forecasting for exogenous log-GARCH models (Q285838) (← links)
- On dynamics of volatilities in nonstationary GARCH models (Q467000) (← links)
- Sign-based portmanteau test for ARCH-type models with heavy-tailed innovations (Q888322) (← links)
- Estimation and inference in univariate and multivariate log-GARCH-X models when the conditional density is unknown (Q1659146) (← links)
- Goodness-of-fit tests for Log-GARCH and EGARCH models (Q1708360) (← links)
- Estimation of multivariate asymmetric power GARCH models (Q2079614) (← links)
- Multivariate time series models for mixed data (Q2108503) (← links)
- Goodness-of-fit tests for parametric specifications of conditionally heteroscedastic models (Q2220796) (← links)
- QMLE for periodic time-varying asymmetric log GARCH models (Q2231570) (← links)
- Adaptive inference for a semiparametric generalized autoregressive conditional heteroskedasticity model (Q2236868) (← links)
- Poisson QMLE of Count Time Series Models (Q2802909) (← links)
- On the Distribution Estimation of Power Threshold Garch Processes (Q2817307) (← links)
- Continuous Invertibility and Stable QML Estimation of the EGARCH(1,1) Model (Q2868871) (← links)
- Two Cholesky-log-GARCH models for multivariate volatilities (Q4971416) (← links)
- Asymptotics for semi-strong augmented GARCH(1,1) model (Q5046800) (← links)
- Generalized quasi maximum likelihood estimation for generalized autoregressive score models: simulations and real applications (Q5082783) (← links)
- Empirical characteristic function tests for GARCH innovation distribution using multipliers (Q5106912) (← links)
- STATISTICAL INFERENCE FOR MEASUREMENT EQUATION SELECTION IN THE LOG-REALGARCH MODEL (Q5243485) (← links)
- On the invertibility of EGARCH(<i>p</i>, <i>q</i>) (Q5862502) (← links)
- On variable ordination of modified Cholesky decomposition for estimating time‐varying covariance matrices (Q6064131) (← links)
- Estimation of banded time-varying precision matrix based on SCAD and group Lasso (Q6071705) (← links)
- A general framework for spatial GARCH models (Q6089305) (← links)
- Quantile three-factor model with heteroskedasticity, skewness, and leptokurtosis (Q6168909) (← links)
- Quasi maximum likelihood estimation of vector multiplicative error model using the ECCC-GARCH representation (Q6581766) (← links)
- Exponential-Type GARCH Models With Linear-in-Variance Risk Premium (Q6617781) (← links)
- On periodic logGARCH model with empirical application model with empirical application (Q6657831) (← links)
- Empirical risk minimization for time series: nonparametric performance bounds for prediction (Q6664628) (← links)
