Pages that link to "Item:Q2868871"
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The following pages link to Continuous Invertibility and Stable QML Estimation of the EGARCH(1,1) Model (Q2868871):
Displayed 11 items.
- A CLT for martingale transforms with infinite variance (Q334015) (← links)
- Spillover dynamics for systemic risk measurement using spatial financial time series models (Q337776) (← links)
- Stationarity and ergodicity of univariate generalized autoregressive score processes (Q405328) (← links)
- Risk-parameter estimation in volatility models (Q473360) (← links)
- Estimation and inference in univariate and multivariate log-GARCH-X models when the conditional density is unknown (Q1659146) (← links)
- Goodness-of-fit tests for Log-GARCH and EGARCH models (Q1708360) (← links)
- Feasible invertibility conditions and maximum likelihood estimation for observation-driven models (Q1746551) (← links)
- Asymptotics of Cholesky GARCH models and time-varying conditional betas (Q1753058) (← links)
- An equation-by-equation estimator of a multivariate log-GARCH-X model of financial returns (Q2374397) (← links)
- GARCH models without positivity constraints: exponential or log GARCH? (Q2448408) (← links)
- AN ALMOST CLOSED FORM ESTIMATOR FOR THE EGARCH MODEL (Q5357395) (← links)