Pages that link to "Item:Q3552847"
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The following pages link to Finite Sample Theory of QMLE in ARCH Models with Dynamics in the Mean Equation (Q3552847):
Displaying 4 items.
- Higher-order asymptotic expansions of the least-squares estimation bias in first-order dynamic regression models (Q1927149) (← links)
- Time-varying asymmetry and tail thickness in long series of daily financial returns (Q2691782) (← links)
- Edgeworth and Moment Approximations: The Case of MM and QML Estimators for the MA(1) Models (Q2839040) (← links)
- On Sample Skewness and Kurtosis (Q5080552) (← links)
