Pages that link to "Item:Q3018505"
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The following pages link to On the efficiency of a semi‐parametric GARCH model (Q3018505):
Displaying 4 items.
- Two-stage non Gaussian QML estimation of GARCH models and testing the efficiency of the Gaussian QMLE (Q738084) (← links)
- A white noise test under weak conditions (Q826992) (← links)
- A data-dependent approach to modeling volatility in financial time series (Q2347550) (← links)
- Detecting volatility persistence in GARCH models in the presence of the leverage effect (Q5247941) (← links)
