Pages that link to "Item:Q3953065"

The following pages link to Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (Q3953065):

Displaying 50 items.

• Modelling volatility by variance decomposition (Q71677) (← links)
• Pair-copula constructions of multiple dependence (Q80563) (← links)
• Simulation-based finite-sample tests for heteroskedasticity and ARCH effects (Q90702) (← links)
• Testing the simplifying assumption in high-dimensional vine copulas (Q90995) (← links)
• Inference for the autocovariance of a functional time series under conditional heteroscedasticity (Q91428) (← links)
• Autoregressive models for matrix-valued time series (Q109413) (← links)
• Estimating linear representations of nonlinear processes (Q111924) (← links)
• Unified discrete-time and continuous-time models and statistical inferences for merged low-frequency and high-frequency financial data (Q134805) (← links)
• Volatility analysis with realized GARCH-Itô models (Q134810) (← links)
• Fractionally integrated time varying GARCH model (Q257572) (← links)
• Testing normality: a GMM approach (Q261889) (← links)
• Nonparametric estimation of structural change points in volatility models for time series (Q262749) (← links)
• Bootstrap inference in systems of single equation error correction models (Q265021) (← links)
• Neglecting parameter changes in GARCH models (Q265108) (← links)
• Robust GMM tests for structural breaks (Q265111) (← links)
• Gaussian semiparametric estimation in long memory in stochastic volatility and signal plus noise models (Q269236) (← links)
• Semiparametric efficient adaptive estimation of asymmetric GARCH models (Q274928) (← links)
• Testing for ARCH in the presence of nonlinearity of unknown form in the conditional mean (Q276926) (← links)
• Interval estimation of value-at-risk based on GARCH models with heavy-tailed innovations (Q276934) (← links)
• Matrix exponential GARCH (Q278044) (← links)
• Asymptotic distribution of the cointegrating vector estimator in error correction models with conditional heteroskedasticity (Q278492) (← links)
• Nonstationary nonlinear heteroskedasticity in regression (Q278499) (← links)
• An econometric analysis of asymmetric volatility: theory and application to patents (Q280248) (← links)
• On Fréchet autoregressive conditional duration models (Q282897) (← links)
• Semi-parametric estimation and forecasting for exogenous log-GARCH models (Q285838) (← links)
• Dynamic behavior of volatility in a nonstationary generalized regime-switching GARCH model (Q286453) (← links)
• Generalized R-estimators under conditional heteroscedasticity (Q289160) (← links)
• Can the random walk model be beaten in out-of-sample density forecasts? Evidence from intraday foreign exchange rates (Q289183) (← links)
• A goodness-of-fit test for ARCH(\(\infty\)) models (Q289186) (← links)
• Finite sample multivariate structural change tests with application to energy demand models (Q289215) (← links)
• Adaptive estimation of autoregressive models with time-varying variances (Q290952) (← links)
• Estimation and tests for power-transformed and threshold GARCH models (Q290965) (← links)
• Estimation and testing of Euler equation models with time-varying reduced-form coefficients (Q290971) (← links)
• Joint and marginal specification tests for conditional mean and variance models (Q291103) (← links)
• A long-run pure variance common features model for the common volatilities of the Dow Jones (Q291621) (← links)
• Common factors in conditional distributions for bivariate time series (Q291623) (← links)
• Monitoring disruptions in financial markets (Q291846) (← links)
• Predicting volatility: getting the most out of return data sampled at different frequencies (Q292004) (← links)
• Consistent ranking of volatility models (Q292007) (← links)
• Regime switching for dynamic correlations (Q292034) (← links)
• Indirect estimation of large conditionally heteroskedastic factor models, with an application to the Dow 30 stocks (Q295688) (← links)
• Asymptotic and bootstrap tests for linearity in a TAR-GARCH(1,1) model with a unit root (Q295710) (← links)
• Time series properties of ARCH processes with persistent covariates (Q299219) (← links)
• A multiple regime smooth transition heterogeneous autoregressive model for long memory and asymmetries (Q299262) (← links)
• Testing for multivariate volatility functions using minimum volume sets and inverse regression (Q299269) (← links)
• A neural network demand system with heteroskedastic errors (Q299485) (← links)
• An alternative approach to estimating demand: neural network regression with conditional volatility for high frequency air passenger arrivals (Q299488) (← links)
• Spatial dependencies of wind power and interrelations with spot price dynamics (Q299819) (← links)
• Portfolio insurance: gap risk under conditional multiples (Q299885) (← links)
• A hybrid stock trading system using genetic network programming and mean conditional value-at-risk (Q300078) (← links)