The following pages link to TESTING GARCH-X TYPE MODELS (Q5243487):
Displaying 9 items.
- The long memory HEAVY process: modeling and forecasting financial volatility (Q2070693) (← links)
- Bootstrap inference on the boundary of the parameter space, with application to conditional volatility models (Q2116337) (← links)
- Concurrent neural network: a model of competition between times series (Q2151656) (← 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)
- Quasi score-driven models (Q2697985) (← links)
- ITERATIONS OF DEPENDENT RANDOM MAPS AND EXOGENEITY IN NONLINEAR DYNAMICS (Q5024497) (← links)
- Dynamic conditional eigenvalue GARCH (Q6090564) (← links)
- Stationarity and ergodic properties for some observation-driven models in random environments (Q6180367) (← links)
