Pages that link to "Item:Q1768382"

The following pages link to Analytical derivates of the APARCH model (Q1768382):

Displaying 8 items.

• Testing conditional asymmetry: a residual-based approach (Q310968) (← links)
• On valuing participating life insurance contracts with conditional heteroscedasticity (Q928174) (← links)
• Efficient estimation of copula-GARCH models (Q961423) (← links)
• Tail behavior and dependence structure in the APARCH model (Q1695685) (← links)
• Emerging stock market volatility and economic fundamentals: the importance of US uncertainty spillovers, financial and health crisis (Q2151660) (← links)
• A Student-\(t\) full factor multivariate GARCH model (Q2655303) (← links)
• Misspecification Testing for the Conditional Distribution Model in GARCH-Type Processes (Q3615085) (← links)
• Simulation and Estimation of the Meixner Distribution (Q3616251) (← links)