Pages that link to "Item:Q5357395"
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The following pages link to AN ALMOST CLOSED FORM ESTIMATOR FOR THE EGARCH MODEL (Q5357395):
Displaying 5 items.
- Robust closed-form estimators for the integer-valued GARCH(1,1) model (Q1659080) (← links)
- Finite-sample theory and bias correction of maximum likelihood estimators in the EGARCH model (Q1726177) (← links)
- Simple estimators and inference for higher-order stochastic volatility models (Q2043263) (← links)
- Closed-form estimators for finite-order ARCH models as simple and competitive alternatives to QMLE (Q2691780) (← links)
- Outliers and misleading leverage effect in asymmetric GARCH-type models (Q2699591) (← links)
