Pages that link to "Item:Q3160946"
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The following pages link to Semiparametric Estimator of Time Series Conditional Variance (Q3160946):
Displaying 5 items.
- Modelling volatility by variance decomposition (Q71677) (← links)
- A semiparametric stochastic volatility model (Q738174) (← links)
- Tests for the equality of conditional variance functions in nonparametric regression (Q887246) (← links)
- Adaptive estimation of heteroskedastic functional-coefficient regressions with an application to fiscal policy evaluation on asset markets (Q5860972) (← links)
- Specification and testing of multiplicative time-varying GARCH models with applications (Q5864441) (← links)
