Pages that link to "Item:Q274928"
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The following pages link to Semiparametric efficient adaptive estimation of asymmetric GARCH models (Q274928):
Displaying 13 items.
- Semiparametric efficient adaptive estimation of asymmetric GARCH models (Q274928) (← links)
- Semi- and nonparametric ARCH processes (Q609736) (← links)
- Semiparametric inference in a GARCH-in-mean model (Q738173) (← links)
- Semiparametric score driven volatility models (Q1659100) (← links)
- Semiparametric efficient adaptive estimation of the GJR-GARCH model (Q1756033) (← links)
- Consistent non-Gaussian pseudo maximum likelihood estimators (Q2280575) (← links)
- Residual-based rank specification tests for AR-GARCH type models (Q2343810) (← links)
- SPLINE ESTIMATION OF A SEMIPARAMETRIC GARCH MODEL (Q2826010) (← links)
- Adaptive quasi-maximum likelihood estimation of GARCH models with Student’s<i>t</i>likelihood (Q2830196) (← links)
- Inference for Box-Cox Transformed Threshold GARCH Models with Nuisance Parameters (Q2914954) (← links)
- On the efficiency of a semi‐parametric GARCH model (Q3018505) (← links)
- Semiparametric Time Series Models with Log‐concave Innovations: Maximum Likelihood Estimation and its Consistency (Q5177947) (← links)
- A new algorithm for maximum likelihood estimation in normal scale-mixture generalized autoregressive conditional heteroskedastic models (Q5220713) (← links)
