Pages that link to "Item:Q274897"

The following pages link to A semiparametric GARCH model for foreign exchange volatility (Q274897):

Displaying 11 items.

• Semi-parametric estimation and forecasting for exogenous log-GARCH models (Q285838) (← links)
• A linear varying coefficient ARCH-M model with a latent variable (Q341354) (← links)
• Semi- and nonparametric ARCH processes (Q609736) (← links)
• Semiparametric score driven volatility models (Q1659100) (← links)
• The profile likelihood estimation for single-index ARCH(\(p\))-M model (Q1717839) (← links)
• Daily nonparametric ARCH(1) model estimation using intraday high frequency data (Q2144835) (← links)
• Efficient estimation of multivariate semi-nonparametric GARCH filtered copula models (Q2658800) (← links)
• A functional coefficient GARCH-M model (Q2816837) (← links)
• SPLINE ESTIMATION OF A SEMIPARAMETRIC GARCH MODEL (Q2826010) (← links)
• Two‐Step Estimation for Time Varying Arch Models (Q5121011) (← links)
• Estimation and inference in factor copula models with exogenous covariates (Q6108312) (← links)