Pages that link to "Item:Q1848867"
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The following pages link to Empirical process of the squared residuals of an ARCH sequence (Q1848867):
Displaying 9 items.
- Joint and marginal specification tests for conditional mean and variance models (Q291103) (← links)
- Monitoring disruptions in financial markets (Q291846) (← links)
- Testing for multivariate volatility functions using minimum volume sets and inverse regression (Q299269) (← links)
- Conditional value-at-risk: semiparametric estimation and inference (Q311646) (← links)
- Inconsistency of the MLE and inference based on weighted LS for LARCH models (Q736696) (← links)
- Guaranteed detection of an imbalance instant of the GARCH-process (Q885777) (← links)
- Statistical estimation errors of VaR under ARCH returns (Q947259) (← links)
- Testing for bubbles and change-points (Q953776) (← links)
- Estimating the innovation distribution in nonparametric autoregression (Q1017896) (← links)
