Pages that link to "Item:Q1786796"
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The following pages link to Stable limits for the Gaussian QMLE in the non-stationary GARCH(1,1) model (Q1786796):
Displaying 3 items.
- Stable limit theory for the Gaussian QMLE in a non-stationary asymmetric GARCH model (Q1726827) (← links)
- On the limit theory of the Gaussian SQMLE in the EGARCH(1,1) model (Q5111848) (← links)
- The impact of investor sentiment on crude oil market risks: evidence from the wavelet approach (Q5234361) (← links)
