Pages that link to "Item:Q299269"
From MaRDI portal
The following pages link to Testing for multivariate volatility functions using minimum volume sets and inverse regression (Q299269):
Displaying 4 items.
- Testing for multivariate volatility functions using minimum volume sets and inverse regression (Q299269) (← links)
- On the local linear modelization of the conditional distribution for functional data (Q2257033) (← links)
- APPROXIMATING VOLATILITIES BY ASYMMETRIC POWER GARCH FUNCTIONS (Q2810372) (← links)
- Joint parametric specification checking of conditional mean and volatility in time series models with martingale difference innovations (Q5881427) (← links)