List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Score Tests for Hyperbolic GARCH Models Journal of Business and Economic Statistics | 2025-01-20 | Paper |
| Bootstrapping the transformed goodness-of-fit test on heavy-tailed GARCH models Computational Statistics and Data Analysis | 2023-07-13 | Paper |
| Simulation and application of subsampling for threshold autoregressive moving-average models Communications in Statistics. Simulation and Computation | 2022-06-21 | Paper |
| Bootstrapping multivariate portmanteau tests for vector autoregressive models with weak assumptions on errors Computational Statistics and Data Analysis | 2021-11-09 | Paper |
| Strict stationarity testing and GLAD estimation of double autoregressive models Journal of Econometrics | 2019-07-01 | Paper |
| A new hyperbolic GARCH model Journal of Econometrics | 2015-10-30 | Paper |
| On dynamics of volatilities in nonstationary GARCH models Statistics & Probability Letters | 2014-11-03 | Paper |
| On mixture memory GARCH models Journal of Time Series Analysis | 2014-04-08 | Paper |
Research outcomes over time
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