The following pages link to (Q2906620):
Displaying 15 items.
- Slope influence diagnostics in conditional heteroscedastic time series models (Q481421) (← links)
- Outliers and GARCH models in financial data (Q1927757) (← links)
- Bootstrap prediction in univariate volatility models with leverage effect (Q2228747) (← links)
- Correcting outliers in GARCH models: a weighted forward approach (Q2338226) (← links)
- Wavelet-based detection of outliers in financial time series (Q2445711) (← links)
- Influence diagnostics for multivariate GARCH processes (Q3103184) (← links)
- Specification error caused by level shifts and temporary changes in ARMA–GARCH models (Q3543756) (← links)
- GMC/GEL estimation of stochastic volatility models (Q4607338) (← links)
- Robust bootstrap densities for dynamic conditional correlations: implications for portfolio selection and Value-at-Risk (Q4960660) (← links)
- Robust bootstrap forecast densities for GARCH returns and volatilities (Q5106994) (← links)
- An ABC approach for CAViaR models with asymmetric kernels (Q5107780) (← links)
- A robust closed-form estimator for the GARCH(1,1) model (Q5222426) (← links)
- Bayesian Outlier Detection in Non‐Gaussian Autoregressive Time Series (Q5237523) (← links)
- Effects of outliers on the identification and estimation of GARCH models (Q5430496) (← links)
- Local influence analysis for Poisson autoregression with an application to stock transaction data (Q6063608) (← links)