Pages that link to "Item:Q738173"

The following pages link to Semiparametric inference in a GARCH-in-mean model (Q738173):

Displaying 19 items.

• Asymptotics for parametric GARCH-in-mean models (Q308384) (← links)
• Statistical inference for nonparametric GARCH models (Q311986) (← links)
• A linear varying coefficient ARCH-M model with a latent variable (Q341354) (← links)
• A new approach to risk-return trade-off dynamics via decomposition (Q1656505) (← links)
• The profile likelihood estimation for single-index ARCH(\(p\))-M model (Q1717839) (← links)
• Empirical likelihood inference for functional coefficient ARCH-M model (Q1734927) (← links)
• The time-varying GARCH-in-mean model (Q1782322) (← links)
• Nonparametric estimation of infinite order regression and its application to the risk-return tradeoff (Q2224887) (← links)
• A functional coefficient GARCH-M model (Q2816837) (← links)
• An Alternative GARCH-in-Mean Model: Structure and Estimation (Q2839046) (← links)
• A SIMPLE ITERATIVE Z-ESTIMATOR FOR SEMIPARAMETRIC MODELS (Q4629567) (← links)
• Statistic inference for a single-index ARCH-M model (Q4638687) (← links)
• Weighted empirical likelihood inferences for a class of varying coefficient ARCH-M models (Q5012332) (← links)
• Market price of risk estimation: Does distribution matter? (Q5039786) (← links)
• Empirical likelihood based estimation for a class of functional coefficient ARCH-M models (Q5077366) (← links)
• On an asymmetric functional-coefficient ARCH-M model (Q6131404) (← links)
• Estimation of the empirical risk‐return relation: A generalized‐risk‐in‐mean model (Q6134640) (← links)
• Implicit profiling estimation for semiparametric models with bundled parameters (Q6581323) (← links)
• Exponential-Type GARCH Models With Linear-in-Variance Risk Premium (Q6617781) (← links)