Pages that link to "Item:Q3499426"
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The following pages link to Estimating GARCH models: when to use what? (Q3499426):
Displaying 7 items.
- Nonlinear time series modeling and forecasting for periodic and arch effects (Q538220) (← links)
- Confidence intervals for ARMA-GARCH value-at-risk: the case of heavy tails and skewness (Q1659142) (← links)
- Specification tests for the error distribution in GARCH models (Q1927139) (← links)
- Testing for the generalized normal-Laplace distribution with applications (Q2445771) (← links)
- On the empirical characteristic function process of the residuals in GARCH models and applications (Q2513933) (← links)
- Outliers and misleading leverage effect in asymmetric GARCH-type models (Q2699591) (← links)
- LET’S GET LADE: ROBUST ESTIMATION OF SEMIPARAMETRIC MULTIPLICATIVE VOLATILITY MODELS (Q3450342) (← links)
