Pages that link to "Item:Q2716484"
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The following pages link to ESTIMATING WEAK GARCH REPRESENTATIONS (Q2716484):
Displayed 13 items.
- On dynamics of volatilities in nonstationary GARCH models (Q467000) (← links)
- Missing mean does no harm to volatility! (Q529817) (← links)
- GEL estimation for heavy-tailed GARCH models with robust empirical likelihood inference (Q894634) (← links)
- Temporal aggregation and systematic sampling for INGARCH processes (Q2123259) (← links)
- On partial-sum processes of ARMAX residuals (Q2284371) (← links)
- Temporal aggregation of volatility models (Q2439047) (← links)
- Closed-form estimators for finite-order ARCH models as simple and competitive alternatives to QMLE (Q2691780) (← links)
- Fast estimation methods for time-series models in state–space form (Q3615060) (← links)
- The use of aggregate time series for testing conditional heteroscedasticity (Q5058308) (← links)
- Estimation of temporally aggregated multivariate GARCH models (Q5433115) (← links)
- A CLOSED-FORM ESTIMATOR FOR THE GARCH(1,1) MODEL (Q5438206) (← links)
- GARCH Model Estimation Using Estimated Quadratic Variation (Q5863577) (← links)
- Testing conditional heteroscedasticity with systematic sampling of time series (Q6115031) (← links)