Pages that link to "Item:Q2703008"
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The following pages link to Assessing the bias of maximum likelihood estimates of contaminated garch models (Q2703008):
Displaying 6 items.
- Robust estimates for GARCH models (Q935425) (← links)
- A robust forward weighted Lagrange multiplier test for conditional heteroscedasticity (Q961418) (← links)
- Correcting outliers in GARCH models: a weighted forward approach (Q2338226) (← links)
- Robust estimation and inference for heavy tailed GARCH (Q2515512) (← links)
- Breakdown and groups. (With discussions and rejoinder) (Q2569232) (← links)
- Outliers and misleading leverage effect in asymmetric GARCH-type models (Q2699591) (← links)
