Pages that link to "Item:Q888322"
From MaRDI portal
The following pages link to Sign-based portmanteau test for ARCH-type models with heavy-tailed innovations (Q888322):
Displaying 6 items.
- Frontiers in time series and financial econometrics: an overview (Q888316) (← links)
- The ZD-GARCH model: a new way to study heteroscedasticity (Q1680184) (← links)
- Adaptive quasi-maximum likelihood estimation of GARCH models with Student’s<i>t</i>likelihood (Q2830196) (← links)
- Bootstrap Inference for Garch Models by the Least Absolute Deviation Estimation (Q5111776) (← links)
- Bootstrapping the transformed goodness-of-fit test on heavy-tailed GARCH models (Q6115537) (← links)
- Maximum likelihood estimation for \(\alpha\)-stable double autoregressive models (Q6175549) (← links)
