Pages that link to "Item:Q2116322"
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The following pages link to Testing the existence of moments for GARCH processes (Q2116322):
Displayed 3 items.
- Estimation of the variance function in structural break autoregressive models with non‐stationary and explosive segments (Q6135339) (← links)
- A residual bootstrap for conditional value-at-risk (Q6193032) (← links)
- Tail behavior of ACD models and consequences for likelihood-based estimation (Q6193064) (← links)