Pages that link to "Item:Q71677"
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The following pages link to Modelling volatility by variance decomposition (Q71677):
Displaying 18 items.
- tvgarch (Q71678) (← links)
- Bayesian estimation of smoothly mixing time-varying parameter GARCH models (Q1623521) (← links)
- Stock market volatility and public information flow: a non-linear perspective (Q2036993) (← links)
- Choosing between persistent and stationary volatility (Q2112824) (← links)
- Residual-augmented IVX predictive regression (Q2116346) (← links)
- Adaptive inference for a semiparametric generalized autoregressive conditional heteroskedasticity model (Q2236868) (← links)
- Statistical inference for autoregressive models under heteroscedasticity of unknown form (Q2284370) (← links)
- Testing constancy of unconditional variance in volatility models by misspecification and specification tests (Q2691672) (← links)
- Time-varying asymmetry and tail thickness in long series of daily financial returns (Q2691782) (← links)
- Modeling time-variation over the business cycle (1960--2017): an international perspective (Q2691788) (← links)
- A SIMPLE ITERATIVE Z-ESTIMATOR FOR SEMIPARAMETRIC MODELS (Q4629567) (← links)
- Estimation and prediction of time-varying GARCH models through a state-space representation: a computational approach (Q5106937) (← links)
- Two‐Step Estimation for Time Varying Arch Models (Q5121011) (← links)
- Capturing volatility persistence: a dynamically complete realized EGARCH-MIDAS model (Q5212061) (← links)
- Specification and testing of multiplicative time-varying GARCH models with applications (Q5864441) (← links)
- A Lagrange multiplier test for testing the adequacy of constant conditional correlation GARCH model (Q5864639) (← links)
- ADAPTATION FOR NONPARAMETRIC ESTIMATORS OF LOCALLY STATIONARY PROCESSES (Q6145541) (← links)
- Asymptotic Inference in the Random Coefficient Autoregressive Model with Time-functional Variance Noises (Q6489810) (← links)