Pages that link to "Item:Q1010573"
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The following pages link to Accurate value-at-risk forecasting based on the normal-GARCH model (Q1010573):
Displayed 5 items.
- Saddlepoint approximations for the doubly noncentral \(t\) distribution (Q1019921) (← links)
- A bootstrap approach to test the conditional symmetry in time series models (Q1019981) (← links)
- Modelling nonlinearities and heavy tails via threshold normal mixture GARCH models (Q1023483) (← links)
- Tests for Volatility Shifts in Garch Against Long‐Range Dependence (Q5177968) (← links)
- ESTIMATION-ADJUSTED VAR (Q5403109) (← links)