Pages that link to "Item:Q289186"

The following pages link to A goodness-of-fit test for ARCH(\(\infty\)) models (Q289186):

Displaying 8 items.

• Bootstrap refinements for QML estimators of the GARCH(1,1) parameters (Q295411) (← links)
• Tests for \(m\)-dependence based on sample splitting methods (Q528177) (← links)
• Non-negativity conditions for the hyperbolic GARCH model (Q736540) (← links)
• The uncertainty of conditional returns, volatilities and correlations in DCC models (Q1659110) (← links)
• Bootstrapping impulse responses of structural vector autoregressive models identified through GARCH (Q1734571) (← links)
• Bootstrap based probability forecasting in multiplicative error models (Q2224997) (← links)
• Bootstrapping the transformed goodness-of-fit test on heavy-tailed GARCH models (Q6115537) (← links)
• A residual bootstrap for conditional value-at-risk (Q6193032) (← links)