Pages that link to "Item:Q3224041"

The following pages link to QML ESTIMATION OF A CLASS OF MULTIVARIATE ASYMMETRIC GARCH MODELS (Q3224041):

Displaying 24 items.

• Inference and testing on the boundary in extended constant conditional correlation GARCH models (Q341884) (← links)
• Tests for conditional ellipticity in multivariate GARCH models (Q503569) (← links)
• Dynamic factor multivariate GARCH model (Q1623556) (← links)
• Asymptotic properties of QML estimation of multivariate periodic CCC-GARCH models (Q1631205) (← links)
• Estimation risk for the VaR of portfolios driven by semi-parametric multivariate models (Q1644252) (← links)
• Testing for nonlinearity in conditional covariances (Q1695687) (← links)
• Goodness-of-fit tests for Log-GARCH and EGARCH models (Q1708360) (← links)
• Functional GARCH models: the quasi-likelihood approach and its applications (Q1740298) (← links)
• Asymptotics of Cholesky GARCH models and time-varying conditional betas (Q1753058) (← links)
• A scalar dynamic conditional correlation model: structure and estimation (Q1989915) (← links)
• QML estimation of asymmetric Markov switching GARCH(\(p,q\)) processes (Q2063074) (← links)
• Estimation of multivariate asymmetric power GARCH models (Q2079614) (← links)
• Bootstrap inference on the boundary of the parameter space, with application to conditional volatility models (Q2116337) (← links)
• Multivariate leverage effects and realized semicovariance GARCH models (Q2190232) (← links)
• A multivariate regime-switching GARCH model with an application to global stock market and real estate equity returns (Q2691761) (← links)
• TARGETING ESTIMATION OF CCC-GARCH MODELS WITH INFINITE FOURTH MOMENTS (Q2801995) (← links)
• SPLINE ESTIMATION OF A SEMIPARAMETRIC GARCH MODEL (Q2826010) (← links)
• ON MOMENT CONDITIONS FOR QUASI-MAXIMUM LIKELIHOOD ESTIMATION OF MULTIVARIATE ARCH MODELS (Q2845022) (← links)
• Quasi‐maximum likelihood estimation of conditional autoregressive Wishart models (Q4997698) (← links)
• Asymmetric linear double autoregression (Q5095288) (← links)
• The extremogram and the cross-extremogram for a bivariate GARCH(1, 1) process (Q5197406) (← links)
• Dynamic conditional eigenvalue GARCH (Q6090564) (← links)
• Portmanteau test for a class of multivariate asymmetric power GARCH model (Q6134641) (← links)
• Goodness‐of‐fit tests for the multivariate Student‐<i>t</i> distribution based on i.i.d. data, and for GARCH observations (Q6194056) (← links)