Pages that link to "Item:Q5314883"
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The following pages link to THE LIVE METHOD FOR GENERALIZED ADDITIVE VOLATILITY MODELS (Q5314883):
Displayed 4 items.
- Semi- and nonparametric ARCH processes (Q609736) (← links)
- LOCAL INSTRUMENTAL VARIABLE METHOD FOR THE GENERALIZED ADDITIVE-INTERACTIVE NONLINEAR VOLATILITY MODEL ESTIMATION (Q2890707) (← links)
- Semiparametric estimation of volatility: some models and complexity choice in the adaptive functional-coefficient class (Q3019823) (← links)
- AN IMPROVED GENERALIZED SPECTRAL TEST FOR CONDITIONAL MEAN MODELS IN TIME SERIES WITH CONDITIONAL HETEROSKEDASTICITY OF UNKNOWN FORM (Q4562558) (← links)