Pages that link to "Item:Q1904510"
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The following pages link to Stable GARCH models for financial time series (Q1904510):
Displaying 7 items.
- Modelling heavy tails and asymmetry using \(ARCH\)-type models with stable Paretian distri\-bu\-tions (Q840372) (← links)
- Modeling stock markets' volatility using GARCH models with normal, Student's \(t\) and stable Paretian distributions (Q840975) (← links)
- Hierarchical forecasting based on AR-GARCH model in a coherent structure (Q852971) (← links)
- Periodic moving averages of random variables with regularly varying tails (Q1359424) (← links)
- Estimating GARCH-type models with symmetric stable innovations: indirect inference versus maximum likelihood (Q1623518) (← links)
- Estimating stable latent factor models by indirect inference (Q1754526) (← links)
- Portfolio optimization when risk factors are conditionally varying and heavy tailed (Q2642602) (← links)
