Pages that link to "Item:Q4628022"
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The following pages link to Hybrid Quantile Regression Estimation for Time Series Models with Conditional Heteroscedasticity (Q4628022):
Displaying 10 items.
- Adaptiveness of the empirical distribution of residuals in semi-parametric conditional location scale models (Q2073226) (← links)
- Hybrid quantile estimation for asymmetric power GARCH models (Q2116338) (← links)
- Two-step risk analysis in insurance ratemaking (Q4959365) (← links)
- QUANTILE DOUBLE AUTOREGRESSION (Q5104481) (← links)
- Bootstrap Inference for Garch Models by the Least Absolute Deviation Estimation (Q5111776) (← links)
- Quantile Estimation of Regression Models with GARCH-X Errors (Q5155187) (← links)
- An Extensive Comparison of Some Well‐Established Value at Risk Methods (Q6088259) (← links)
- A new generalized exponentially weighted moving average quantile model and its statistical inference (Q6090552) (← links)
- Bootstrapping the transformed goodness-of-fit test on heavy-tailed GARCH models (Q6115537) (← links)
- Estimation and bootstrapping under spatiotemporal models with unobserved heterogeneity (Q6193014) (← links)
