Pages that link to "Item:Q4511649"
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The following pages link to Normalité asymptotique de l'estimateur du pseudo-maximum de vraisemblance d'un modèle GARCH (Q4511649):
Displayed 13 items.
- An econometric analysis of asymmetric volatility: theory and application to patents (Q280248) (← links)
- Quasi-maximum-likelihood estimation in conditionally heteroscedastic time series: a stochastic recurrence equations approach (Q869981) (← links)
- Modelling risk in agricultural finance: Application to the poultry industry in Taiwan (Q1005189) (← links)
- Modelling the asymmetric volatility of electronics patents in the USA. (Q1418619) (← links)
- Multistage weighted least squares estimation of ARCH processes in the stable and unstable cases (Q1757893) (← links)
- Maximum likelihood estimation of pure GARCH and ARMA-GARCH processes (Q1763105) (← links)
- Asymptotic theory for multivariate GARCH processes. (Q1867194) (← links)
- Comparative analysis of risk ratings for the East European region (Q2486189) (← links)
- Measuring the Volatility in U.S. Treasury Benchmarks and Debt Instruments (Q3182771) (← links)
- Structure and Asymptotic Theory for Multivariate Asymmetric Conditional Volatility (Q3394105) (← links)
- MODELING MULTIPLE REGIMES IN FINANCIAL VOLATILITY WITH A FLEXIBLE COEFFICIENT GARCH(1,1) MODEL (Q3551018) (← links)
- AUTOMATED INFERENCE AND LEARNING IN MODELING FINANCIAL VOLATILITY (Q5697633) (← links)
- A (Semi)Parametric Functional Coefficient Logarithmic Autoregressive Conditional Duration Model (Q5863653) (← links)