Pages that link to "Item:Q2516046"

The following pages link to Robust \(M\)-estimate of GJR model with high frequency data (Q2516046):

Displaying 3 items.

• Daily nonparametric ARCH(1) model estimation using intraday high frequency data (Q2144835) (← links)
• On the test of the volatility proxy model (Q5055216) (← links)
• M-estimates for the multiplicative error model (Q5107692) (← links)