Pages that link to "Item:Q3108567"
From MaRDI portal
The following pages link to PARAMETER ESTIMATION IN NONLINEAR AR–GARCH MODELS (Q3108567):
Displaying 24 items.
- Modelling volatility by variance decomposition (Q71677) (← links)
- Self-normalized Cramér-type moderate deviations under dependence (Q309727) (← links)
- Testing conditional asymmetry: a residual-based approach (Q310968) (← links)
- Asymptotic inference in multiple-threshold double autoregressive models (Q888334) (← links)
- GEL estimation for heavy-tailed GARCH models with robust empirical likelihood inference (Q894634) (← links)
- Entropy test and residual empirical process for autoregressive conditional duration models (Q1663317) (← links)
- GARCH option pricing models with Meixner innovations (Q1710580) (← links)
- Maximum entropy test for GARCH models (Q1731233) (← links)
- Copula parameter change test for nonlinear AR models with nonlinear GARCH errors (Q1731361) (← links)
- Maximum likelihood estimation for score-driven models (Q2116342) (← links)
- Modified residual CUSUM test for location-scale time series models with heteroscedasticity (Q2330526) (← links)
- Robust estimation and inference for heavy tailed GARCH (Q2515512) (← links)
- Skewed non-Gaussian GARCH models for cryptocurrencies volatility modelling (Q2663482) (← links)
- SPLINE ESTIMATION OF A SEMIPARAMETRIC GARCH MODEL (Q2826010) (← links)
- QUASI-LIKELIHOOD INFERENCE FOR NEGATIVE BINOMIAL TIME SERIES MODELS (Q2933190) (← links)
- QML ESTIMATION OF A CLASS OF MULTIVARIATE ASYMMETRIC GARCH MODELS (Q3224041) (← links)
- Stability of nonlinear AR-GARCH models (Q3552833) (← links)
- US stock returns: are there seasons of excesses? (Q4554515) (← links)
- TESTING AND INFERENCE IN NONLINEAR COINTEGRATING VECTOR ERROR CORRECTION MODELS (Q4979497) (← links)
- Asymptotic theory for QMLE for the real‐time GARCH(1,1) model (Q5012866) (← links)
- Asymptotics for semi-strong augmented GARCH(1,1) model (Q5046800) (← links)
- A MAX-CORRELATION WHITE NOISE TEST FOR WEAKLY DEPENDENT TIME SERIES (Q5859558) (← links)
- A bootstrap approach for generalized Autocontour testing Implications for VIX forecast densities (Q5861023) (← links)
- <i>QMLE</i> of periodic time-varying bilinear– <i>GARCH</i> models (Q5866068) (← links)
