Pages that link to "Item:Q3646951"

The following pages link to Practical Issues in the Analysis of Univariate GARCH Models (Q3646951):

Displayed 15 items.

• Quasilikelihood and quasi-maximum likelihood for GARCH-type processes: estimating function approach (Q488612) ‎ (← links)
• Dynamic factor multivariate GARCH model (Q1623556) ‎ (← links)
• Sequentially adaptive Bayesian learning algorithms for inference and optimization (Q1740339) ‎ (← links)
• Importance sampling from posterior distributions using copula-like approximations (Q1740341) ‎ (← links)
• Finite-sample bootstrap inference in GARCH models with heavy-tailed innovations (Q1927104) ‎ (← links)
• Estimation of flexible fuzzy GARCH models for conditional density estimation (Q2629962) ‎ (← links)
• Outliers and misleading leverage effect in asymmetric GARCH-type models (Q2699591) ‎ (← links)
• Capturing the Spillover Effect With Multiplicative Error Models (Q2794787) ‎ (← links)
• Functional Generalized Autoregressive Conditional Heteroskedasticity (Q2954300) ‎ (← links)
• TESTING FOR NONLINEARITY & MODELING VOLATILITY IN EMERGING CAPITAL MARKETS: THE CASE OF TUNISIA (Q3421822) ‎ (← links)
• On the threshold innovation in quasi-likelihood for conditionally heteroscedastic time series (Q5082676) ‎ (← links)
• Markov tail chains (Q5176525) ‎ (← links)
• Detecting volatility persistence in GARCH models in the presence of the leverage effect (Q5247941) ‎ (← links)
• THE DYNAMIC RELATIONSHIP BETWEEN STOCK PRICES AND EXCHANGE RATES: EVIDENCE FOR BRAZIL (Q5386320) ‎ (← links)
• TESTING FOR RANDOM WALK AND STRUCTURAL BREAKS IN HEDGE FUNDS RETURNS (Q5483442) ‎ (← links)