Pages that link to "Item:Q341884"
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The following pages link to Inference and testing on the boundary in extended constant conditional correlation GARCH models (Q341884):
Displaying 13 items.
- A note on portmanteau tests for conditional heteroscedastistic models (Q777693) (← links)
- Asymptotics of Cholesky GARCH models and time-varying conditional betas (Q1753058) (← links)
- The long memory HEAVY process: modeling and forecasting financial volatility (Q2070693) (← links)
- Estimation of multivariate asymmetric power GARCH models (Q2079614) (← links)
- Bootstrap inference on the boundary of the parameter space, with application to conditional volatility models (Q2116337) (← links)
- Emerging stock market volatility and economic fundamentals: the importance of US uncertainty spillovers, financial and health crisis (Q2151660) (← links)
- Corporate credit risk counter-cyclical interdependence: a systematic analysis of cross-border and cross-sector correlation dynamics (Q2171628) (← links)
- Adaptive inference for a semiparametric generalized autoregressive conditional heteroskedasticity model (Q2236868) (← links)
- Non-standard inference for augmented double autoregressive models with null volatility coefficients (Q2295807) (← links)
- QML INFERENCE FOR VOLATILITY MODELS WITH COVARIATES (Q4629565) (← links)
- TESTING GARCH-X TYPE MODELS (Q5243487) (← links)
- Dynamic conditional eigenvalue GARCH (Q6090564) (← links)
- Estimation of the empirical risk‐return relation: A generalized‐risk‐in‐mean model (Q6134640) (← links)
