Pages that link to "Item:Q5222426"
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The following pages link to A robust closed-form estimator for the GARCH(1,1) model (Q5222426):
Displaying 5 items.
- Robust closed-form estimators for the integer-valued GARCH(1,1) model (Q1659080) (← links)
- Robust quasi-likelihood estimation for the negative binomial integer-valued GARCH(1,1) model with an application to transaction counts (Q2317328) (← links)
- Correcting outliers in GARCH models: a weighted forward approach (Q2338226) (← links)
- Closed-form estimators for finite-order ARCH models as simple and competitive alternatives to QMLE (Q2691780) (← links)
- M-estimates for the multiplicative error model (Q5107692) (← links)
