The following pages link to (Q4779802):
Displayed 50 items.
- Analysis of compound bullwhip effect causes (Q541696) (← links)
- Statistical inference in partially time-varying coefficient models (Q607224) (← links)
- The economic value of volatility timing using a range-based volatility model (Q609837) (← links)
- Diagnostic checking for conditional heteroscedasticity models (Q625886) (← links)
- Maximum likelihood estimation of the double exponential jump-diffusion process (Q665791) (← links)
- Correlation and the time interval in multiple regression models (Q706923) (← links)
- Forecasting with univariate TAR models (Q713837) (← links)
- A note on parameter estimation of panel vector autoregressive models with intercorrelation (Q844045) (← links)
- Robust artificial neural networks for pricing of European options (Q853592) (← links)
- Model predictive control of systems with random dependent parameters under constraints and its application to the investment portfolio optimization (Q885779) (← links)
- Extending the volatility concept to point processes (Q928893) (← links)
- Temporal aggregation of equity return time-series models (Q929677) (← links)
- Conditional VaR estimation using Pearson's type IV distribution (Q933511) (← links)
- On estimation in conditional heteroskedastic time series models under non-normal distribu\-tions (Q946254) (← links)
- Statistical estimation errors of VaR under ARCH returns (Q947259) (← links)
- A genetic estimation algorithm for parameters of stochastic ordinary differential equations (Q957005) (← links)
- Bootstrap prediction for returns and volatilities in GARCH models (Q959315) (← links)
- The effects of misspecified marginals and copulas on computing the value at risk: a Monte Carlo study (Q961410) (← links)
- Penalized spline estimation for functional coefficient regression models (Q962336) (← links)
- Parametric and nonparametric models and methods in financial econometrics (Q975560) (← links)
- The Birnbaum-Saunders autoregressive conditional duration model (Q991167) (← links)
- Goodness-of-fit testing under long memory (Q993816) (← links)
- Testing for multivariate autoregressive conditional heteroskedasticity using wavelets (Q1010560) (← links)
- On the interday homogeneity in the intraday rate of trading (Q1013160) (← links)
- Modelling dynamic portfolio risk using risk drivers of elliptical processes (Q1017766) (← links)
- A Bayesian approach to relaxing parameter restrictions in multivariate GARCH models (Q1019488) (← links)
- Measuring the efficiency of the intraday Forex market with a universal data compression algorithm (Q1020542) (← links)
- A Bayesian analysis of moving average processes with time-varying parameters (Q1020904) (← links)
- Subset selection for vector autoregressive processes using Lasso (Q1023702) (← links)
- An XML-based schema for stochastic programs (Q1026581) (← links)
- Nonlinear time series analysis since 1990: Some personal reflections (Q1862924) (← links)
- Empirical likelihood inference for partially time-varying coefficient errors-in-variables models (Q1950849) (← links)
- Empirical likelihood ratio tests for multivariate regression models (Q1956533) (← links)
- Statistical analysis of a class of factor time series models (Q2369521) (← links)
- Goodness-of-fit tests for vector autoregressive models in time series (Q2379236) (← links)
- Evaluating financial time series models for irregularly spaced data: a spectral density approach (Q2384591) (← links)
- On kernel smoothing for extremal quantile regression (Q2435253) (← links)
- A feasible natural hedging strategy for insurance companies (Q2443233) (← links)
- Support vector machine as an efficient framework for stock market volatility forecasting (Q2468372) (← links)
- Fuzzy coefficient volatility (FCV) models with applications (Q2473222) (← links)
- Multivariate stochastic volatility with Bayesian dynamic linear models (Q2474386) (← links)
- Stochastic flows and finite block frames (Q2481891) (← links)
- Asymptotics of rank order statistics for ARCH residual empirical processes. (Q2574560) (← links)
- Least tail-trimmed squares for infinite variance autoregressions (Q2852489) (← links)
- Testing for intercept-scale switch in linear autoregression (Q2856549) (← links)
- Empirical Likelihood Intervals for Conditional Value-at-Risk in Heteroscedastic Regression Models (Q2911698) (← links)
- Mixture Gaussian Time Series Modeling of Long-Term Market Returns (Q3010446) (← links)
- Empirical likelihood intervals for conditional Value-at-Risk in ARCH/GARCH models (Q3077676) (← links)
- Minimum alpha-divergence estimation for arch models (Q3440738) (← links)
- On a Mixture GARCH Time-Series Model (Q3440750) (← links)