Pages that link to "Item:Q290965"
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The following pages link to Estimation and tests for power-transformed and threshold GARCH models (Q290965):
Displayed 38 items.
- On the tail index inference for heavy-tailed GARCH-type innovations (Q263253) (← links)
- Inference in nonstationary asymmetric GARCH models (Q385779) (← links)
- Asymmetric GARCH processes featuring both threshold effect and bilinear structure (Q419142) (← links)
- On the probabilistic structure of power threshold generalized ARCH stochastic processes (Q449026) (← links)
- Restricted normal mixture QMLE for non-stationary TGARCH(1,1) models (Q477106) (← links)
- Offline and online weighted least squares estimation of nonstationary power ARCH processes (Q634578) (← links)
- Asymptotic properties of LS and QML estimators for a class of nonlinear GARCH processes (Q710816) (← links)
- A note on portmanteau tests for conditional heteroscedastistic models (Q777693) (← links)
- Persistent-threshold-GARCH processes: model and application (Q1012221) (← links)
- Explosive volatilities for threshold-GARCH processes generated by asymmetric innovations (Q1044011) (← links)
- Semiparametric efficient adaptive estimation of the GJR-GARCH model (Q1756033) (← links)
- Asymptotic properties of \textit{QMLE} for seasonal threshold \textit{GARCH} model with periodic coefficients (Q2059106) (← links)
- Estimation of multivariate asymmetric power GARCH models (Q2079614) (← links)
- Hybrid quantile estimation for asymmetric power GARCH models (Q2116338) (← links)
- A dynamic Markov regime-switching asymmetric GARCH model and its cumulative impulse response function (Q2138226) (← links)
- Daily nonparametric ARCH(1) model estimation using intraday high frequency data (Q2144835) (← links)
- Adaptive inference for a semiparametric generalized autoregressive conditional heteroskedasticity model (Q2236868) (← links)
- Test for tail index constancy of GARCH innovations based on conditional volatility (Q2317888) (← links)
- Weighted least squares-based inference for stable and unstable threshold power \textit{ARCH} processes (Q2343638) (← links)
- Normal mixture quasi maximum likelihood estimation for non-stationary TGARCH(1,1) models (Q2454005) (← links)
- Bayesian analysis of periodic asymmetric power GARCH models (Q2697099) (← links)
- Outliers and misleading leverage effect in asymmetric GARCH-type models (Q2699591) (← links)
- On the Distribution Estimation of Power Threshold Garch Processes (Q2817307) (← links)
- Quantile Regression for Location‐Scale Time Series Models with Conditional Heteroscedasticity (Q2821474) (← links)
- Smoothed empirical likelihood for GARCH models with heavy-tailed errors (Q2834728) (← links)
- Inference for Box-Cox Transformed Threshold GARCH Models with Nuisance Parameters (Q2914954) (← links)
- PARAMETER ESTIMATION IN NONLINEAR AR–GARCH MODELS (Q3108567) (← links)
- QML ESTIMATION OF A CLASS OF MULTIVARIATE ASYMMETRIC GARCH MODELS (Q3224041) (← links)
- Asymptotic variance–covariance matrix of sample autocorrelations for threshold-asymmetric GARCH processes (Q3396477) (← links)
- QML INFERENCE FOR VOLATILITY MODELS WITH COVARIATES (Q4629565) (← links)
- Preliminary test of fit in a general class of conditionally heteroscedastic nonlinear time series (Q4912051) (← links)
- Power periodic threshold GARCH model: Structure and estimation (Q5076941) (← links)
- Asymmetric linear double autoregression (Q5095288) (← links)
- Non-ergodic martingale estimating functions and related asymptotics (Q5169781) (← links)
- ESTIMATION FOR A NONSTATIONARY SEMI-STRONG GARCH(1,1) MODEL WITH HEAVY-TAILED ERRORS (Q5187620) (← links)
- A Bayesian Analysis of Autoregressive Models with Exogenous Variables and Power-Transformed and Threshold GARCH Errors (Q5265882) (← links)
- A new generalized exponentially weighted moving average quantile model and its statistical inference (Q6090552) (← links)
- Autoregressive conditional proportion: A multiplicative‐error model for (0,1)‐valued time series (Q6135354) (← links)
