Pages that link to "Item:Q1298438"

The following pages link to Testing for GARCH effects: A one-sided approach (Q1298438):

Displaying 17 items.

• Simulation-based finite-sample tests for heteroskedasticity and ARCH effects (Q90702) (← links)
• A structured variational learning approach for switching latent factor models (Q636175) (← links)
• Optimal prediction with conditionally heteroskedastic factor analysed hidden Markov models (Q1037440) (← links)
• Evaluating GARCH models. (Q1858977) (← links)
• Selecting the order of an ARCH model (Q1927498) (← links)
• Bootstrap inference on the boundary of the parameter space, with application to conditional volatility models (Q2116337) (← links)
• Bahadur intercept with applications to one-sided testing (Q2306885) (← links)
• The uncertainties about the relationships risk-return-volatility in the Spanish stock market (Q2430228) (← links)
• New testing approaches for mean-variance predictability (Q2658802) (← links)
• Estimation Under Inequality Constraints: Semiparametric Estimation of Conditional Duration Models (Q3007553) (← links)
• Small Sample Estimation Bias in GARCH Models with Any Number of Exogenous Variables in the Mean Equation (Q3168912) (← links)
• Testing for reduction to random walk in autoregressive conditional heteroskedasticity models (Q4416017) (← links)
• The use of aggregate time series for testing conditional heteroscedasticity (Q5058308) (← links)
• TESTING GARCH-X TYPE MODELS (Q5243487) (← links)
• Test for dispersion constancy in stochastic differential equation models (Q5414508) (← links)
• Identification, estimation and testing of conditionally heteroskedastic factor models (Q5942680) (← links)
• Testing for an Omitted Multiplicative Long-Term Component in GARCH Models (Q6626297) (← links)