Pages that link to "Item:Q3632433"

The following pages link to QUASI-MAXIMUM LIKELIHOOD ESTIMATION OF SEMI-STRONG GARCH MODELS (Q3632433):

Displayed 12 items.

• Joint and marginal specification tests for conditional mean and variance models (Q291103) ‎ (← links)
• Asymptotic properties of LS and QML estimators for a class of nonlinear GARCH processes (Q710816) ‎ (← links)
• Functional GARCH models: the quasi-likelihood approach and its applications (Q1740298) ‎ (← links)
• On the empirical characteristic function process of the residuals in GARCH models and applications (Q2513933) ‎ (← links)
• TARGETING ESTIMATION OF CCC-GARCH MODELS WITH INFINITE FOURTH MOMENTS (Q2801995) ‎ (← links)
• PARAMETER ESTIMATION IN NONLINEAR AR–GARCH MODELS (Q3108567) ‎ (← links)
• Risk forecasting in (T)GARCH models with uncorrelated dependent innovations (Q4555065) ‎ (← links)
• NONPARAMETRIC ESTIMATION OF CONDITIONAL VALUE-AT-RISK AND EXPECTED SHORTFALL BASED ON EXTREME VALUE THEORY (Q4599616) ‎ (← links)
• Pseudo maximum likelihood estimation of the univariate GARCH (2,2) and asymptotic normality under dependent innovations (Q4605236) ‎ (← links)
• QML INFERENCE FOR VOLATILITY MODELS WITH COVARIATES (Q4629565) ‎ (← links)
• Empirical characteristic function tests for GARCH innovation distribution using multipliers (Q5106912) ‎ (← links)
• DETECTING FOR SMOOTH STRUCTURAL CHANGES IN GARCH MODELS (Q5741626) ‎ (← links)