Pages that link to "Item:Q719379"
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The following pages link to Stationarity and geometric ergodicity of BEKK multivariate GARCH models (Q719379):
Displayed 13 items.
- Functional delta-method for the bootstrap of quasi-Hadamard differentiable functionals (Q286218) (← links)
- Tests for conditional ellipticity in multivariate GARCH models (Q503569) (← links)
- On the tail behavior of a class of multivariate conditionally heteroskedastic processes (Q726124) (← links)
- Model identification using the efficient determination criterion (Q739604) (← links)
- A scalar dynamic conditional correlation model: structure and estimation (Q1989915) (← links)
- Geometric ergodicity of affine processes on cones (Q2182630) (← links)
- An equation-by-equation estimator of a multivariate log-GARCH-X model of financial returns (Q2374397) (← links)
- TARGETING ESTIMATION OF CCC-GARCH MODELS WITH INFINITE FOURTH MOMENTS (Q2801995) (← links)
- ON MOMENT CONDITIONS FOR QUASI-MAXIMUM LIKELIHOOD ESTIMATION OF MULTIVARIATE ARCH MODELS (Q2845022) (← links)
- Quasi‐maximum likelihood estimation of conditional autoregressive Wishart models (Q4997698) (← links)
- MINIMUM HELLINGER DISTANCE ESTIMATION OF MULTIVARIATE GARCH PROCESSES (Q5204686) (← links)
- ON THE STATIONARITY OF DYNAMIC CONDITIONAL CORRELATION MODELS (Q5349009) (← links)
- Statistical Inference for Expectile‐based Risk Measures (Q5738835) (← links)