Pages that link to "Item:Q5088221"
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The following pages link to Optimal Predictions of Powers of Conditionally Heteroscedastic Processes (Q5088221):
Displaying 18 items.
- Risk-parameter estimation in volatility models (Q473360) (← links)
- Quasilikelihood and quasi-maximum likelihood for GARCH-type processes: estimating function approach (Q488612) (← links)
- Feasible optimum Godambe scores for a semi-parametric GARCH time series (Q508110) (← links)
- Sign-based portmanteau test for ARCH-type models with heavy-tailed innovations (Q888322) (← links)
- Iteratively reweighted adaptive Lasso for conditional heteroscedastic time series with applications to AR-ARCH type processes (Q1659166) (← links)
- The ZD-GARCH model: a new way to study heteroscedasticity (Q1680184) (← links)
- Adaptiveness of the empirical distribution of residuals in semi-parametric conditional location scale models (Q2073226) (← links)
- Testing the existence of moments for GARCH processes (Q2116322) (← links)
- Hybrid quantile estimation for asymmetric power GARCH models (Q2116338) (← links)
- Virtual historical simulation for estimating the conditional VaR of large portfolios (Q2190229) (← links)
- Weighted least squares-based inference for stable and unstable threshold power \textit{ARCH} processes (Q2343638) (← links)
- Bayesian analysis of periodic asymmetric power GARCH models (Q2697099) (← links)
- Outliers and misleading leverage effect in asymmetric GARCH-type models (Q2699591) (← links)
- Power periodic threshold GARCH model: Structure and estimation (Q5076941) (← links)
- Quasi-maximum likelihood estimation of GARCH with student distributed noise (Q5082606) (← links)
- On the threshold innovation in quasi-likelihood for conditionally heteroscedastic time series (Q5082676) (← links)
- Generalized quasi maximum likelihood estimation for generalized autoregressive score models: simulations and real applications (Q5082783) (← links)
- A new generalized exponentially weighted moving average quantile model and its statistical inference (Q6090552) (← links)
