Pages that link to "Item:Q4629565"
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The following pages link to QML INFERENCE FOR VOLATILITY MODELS WITH COVARIATES (Q4629565):
Displayed 24 items.
- A note on portmanteau tests for conditional heteroscedastistic models (Q777693) (← links)
- Bitcoin mining activity and volatility dynamics in the power market (Q823984) (← links)
- Asymptotics of Cholesky GARCH models and time-varying conditional betas (Q1753058) (← links)
- Estimation of multivariate asymmetric power GARCH models (Q2079614) (← links)
- Multivariate time series models for mixed data (Q2108503) (← links)
- Inference and model selection in general causal time series with exogenous covariates (Q2136604) (← links)
- Emerging stock market volatility and economic fundamentals: the importance of US uncertainty spillovers, financial and health crisis (Q2151660) (← links)
- Testing for local covariate trend effects in volatility models (Q2192311) (← links)
- Asymptotic theory of the adaptive sparse group Lasso (Q2304247) (← links)
- Conditional asymmetry in power ARCH\((\infty)\) models (Q2697981) (← links)
- Extreme dependence in investor attention and stock returns – consequences for forecasting stock returns and measuring systemic risk (Q4991032) (← links)
- COUNT AND DURATION TIME SERIES WITH EQUAL CONDITIONAL STOCHASTIC AND MEAN ORDERS (Q4993887) (← links)
- ITERATIONS OF DEPENDENT RANDOM MAPS AND EXOGENEITY IN NONLINEAR DYNAMICS (Q5024497) (← links)
- Capturing volatility persistence: a dynamically complete realized EGARCH-MIDAS model (Q5212061) (← links)
- TESTING GARCH-X TYPE MODELS (Q5243487) (← links)
- Generalized Gaussian quasi-maximum likelihood estimation for most common time series (Q6118258) (← links)
- Estimation of the empirical risk‐return relation: A generalized‐risk‐in‐mean model (Q6134640) (← links)
- Autoregressive conditional proportion: A multiplicative‐error model for (0,1)‐valued time series (Q6135354) (← links)
- Estimating \(\operatorname{GARCH}(1, 1)\) in the presence of missing data (Q6138583) (← links)
- Exponential control of the trajectories of iterated function systems with application to semi-strong GARCH models (Q6148890) (← links)
- On consistency for time series model selection (Q6166021) (← links)
- Optimal estimating function for weak location‐scale dynamic models (Q6176937) (← links)
- Stationarity and ergodic properties for some observation-driven models in random environments (Q6180367) (← links)
- Extremal Dependence-Based Specification Testing of Time Series (Q6190738) (← links)