The following pages link to Robust estimates for GARCH models (Q935425):
Displaying 23 items.
- Robust parameter estimation for the Ornstein-Uhlenbeck process (Q257449) (← links)
- Mallows' quasi-likelihood estimation for log-linear Poisson autoregressions (Q329062) (← links)
- Robust score and portmanteau tests of volatility spillover (Q473342) (← links)
- Robust estimates for GARCH models (Q935425) (← links)
- Maximum likelihood estimates for positive valued dynamic score models; the DySco package (Q1623506) (← links)
- Testing for jumps in conditionally Gaussian ARMA-GARCH models, a robust approach (Q1659128) (← links)
- Robust estimation for vector autoregressive models (Q1800108) (← links)
- M-estimate for the stationary hyperbolic GARCH models (Q2070660) (← links)
- Robust generalized empirical likelihood for heavy tailed autoregressions with conditionally heteroscedastic errors (Q2256754) (← links)
- Robust quasi-likelihood estimation for the negative binomial integer-valued GARCH(1,1) model with an application to transaction counts (Q2317328) (← links)
- Correcting outliers in GARCH models: a weighted forward approach (Q2338226) (← links)
- Robust M-estimation of multivariate GARCH models (Q2445701) (← links)
- Robust estimation and inference for heavy tailed GARCH (Q2515512) (← links)
- Robust \(M\)-estimate of GJR model with high frequency data (Q2516046) (← links)
- Outliers and misleading leverage effect in asymmetric GARCH-type models (Q2699591) (← links)
- RANK-BASED ESTIMATION FOR GARCH PROCESSES (Q3168422) (← links)
- Additive Outlier Detection and Estimation for the Logarithmic Autoregressive Conditional Duration Model (Q4906413) (← links)
- Robust bootstrap densities for dynamic conditional correlations: implications for portfolio selection and Value-at-Risk (Q4960660) (← links)
- Robust bootstrap forecast densities for GARCH returns and volatilities (Q5106994) (← links)
- M-estimates for the multiplicative error model (Q5107692) (← links)
- Inflation uncertainty and economic growth: evidence from the LAD ARCH model (Q5124748) (← links)
- Robust estimation methods for a class of log-linear count time series models (Q5222370) (← links)
- A robust closed-form estimator for the GARCH(1,1) model (Q5222426) (← links)
