Pages that link to "Item:Q2628845"
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The following pages link to Whittle estimation of EGARCH and other exponential volatility models (Q2628845):
Displaying 10 items.
- Modelling long-memory volatilities with leverage effect: A-LMSV versus FIEGARCH (Q1023615) (← links)
- Asymptotic properties of QML estimation of multivariate periodic CCC-GARCH models (Q1631205) (← links)
- Finite-sample theory and bias correction of maximum likelihood estimators in the EGARCH model (Q1726177) (← links)
- Realized stochastic volatility with general asymmetry and long memory (Q2398614) (← links)
- Estimation of long memory in volatility using wavelets (Q2691712) (← links)
- Conditional asymmetry in power ARCH\((\infty)\) models (Q2697981) (← links)
- Continuous Invertibility and Stable QML Estimation of the EGARCH(1,1) Model (Q2868871) (← links)
- AN ALMOST CLOSED FORM ESTIMATOR FOR THE EGARCH MODEL (Q5357395) (← links)
- Modeling and forecasting persistent financial durations (Q5864631) (← links)
- Whittle estimation in multivariate <i>CCC</i>-<i>GARCH</i> processes (Q5864796) (← links)
