Pages that link to "Item:Q2642035"

The following pages link to Quasi-maximum likelihood estimation in GARCH processes when some coefficients are equal to zero (Q2642035):

Displaying 36 items.

• Inference and testing on the boundary in extended constant conditional correlation GARCH models (Q341884) (← links)
• On dynamics of volatilities in nonstationary GARCH models (Q467000) (← links)
• ARCH/GARCH with persistent covariate: asymptotic theory of MLE (Q738138) (← links)
• On asymptotic theory for multivariate GARCH models (Q842922) (← links)
• The ZD-GARCH model: a new way to study heteroscedasticity (Q1680184) (← links)
• Multistage weighted least squares estimation of ARCH processes in the stable and unstable cases (Q1757893) (← links)
• Finite-sample bootstrap inference in GARCH models with heavy-tailed innovations (Q1927104) (← links)
• Strict stationarity testing and GLAD estimation of double autoregressive models (Q2000866) (← links)
• Nonstationary generalised autoregressive conditional heteroskedasticity modelling for fitting higher order moments of financial series within moving time windows (Q2149183) (← links)
• Ai algorithms for fitting GARCH parameters to empirical financial data (Q2162984) (← links)
• QMLE for periodic time-varying asymmetric log GARCH models (Q2231570) (← links)
• Adaptive inference for a semiparametric generalized autoregressive conditional heteroskedasticity model (Q2236868) (← links)
• Non-standard inference for augmented double autoregressive models with null volatility coefficients (Q2295807) (← links)
• Estimation in a class of nonlinear heteroscedastic time series models (Q2426824) (← links)
• Testing for misspecification in the short-run component of GARCH-type models (Q2691778) (← links)
• Conditional asymmetry in power ARCH\((\infty)\) models (Q2697981) (← links)
• Size Distortion in the Analysis of Volatility and Covolatility Effects (Q2950560) (← links)
• Quasi-maximum likelihood estimation of periodic GARCH and periodic ARMA-GARCH processes (Q3077640) (← links)
• PARAMETER ESTIMATION IN NONLINEAR AR–GARCH MODELS (Q3108567) (← links)
• Adaptive pointwise estimation in time-inhomogeneous conditional heteroscedasticity models (Q3161675) (← links)
• RANK-BASED ESTIMATION FOR GARCH PROCESSES (Q3168422) (← links)
• QML ESTIMATION OF A CLASS OF MULTIVARIATE ASYMMETRIC GARCH MODELS (Q3224041) (← links)
• ASYMPTOTIC THEORY FOR A FACTOR GARCH MODEL (Q3632428) (← links)
• FIRST-ORDER ASYMPTOTIC THEORY FOR PARAMETRIC MISSPECIFICATION TESTS OF GARCH MODELS (Q3632429) (← links)
• QML INFERENCE FOR VOLATILITY MODELS WITH COVARIATES (Q4629565) (← links)
• Integer‐valued asymmetric garch modeling (Q5012864) (← links)
• Asymptotic theory for QMLE for the real‐time GARCH(1,1) model (Q5012866) (← links)
• Estimation, Testing, and Finite Sample Properties of Quasi-Maximum Likelihood Estimators in GARCH-M Models (Q5080157) (← links)
• Inference for asymmetric exponentially weighted moving average models (Q5111784) (← links)
• Tests for Volatility Shifts in Garch Against Long‐Range Dependence (Q5177968) (← links)
• TESTING GARCH-X TYPE MODELS (Q5243487) (← links)
• Conditional maximum likelihood estimation in negative binomial INGARCH processes with known number of successes when the true parameter is at the boundary of the parameter space (Q5866080) (← links)
• Estimation of the empirical risk‐return relation: A generalized‐risk‐in‐mean model (Q6134640) (← links)
• Exponential control of the trajectories of iterated function systems with application to semi-strong GARCH models (Q6148890) (← links)
• High-dimensional covariance matrices under dynamic volatility models: asymptotics and shrinkage estimation (Q6608678) (← links)
• Testing for an Omitted Multiplicative Long-Term Component in GARCH Models (Q6626297) (← links)