Pages that link to "Item:Q5256127"
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The following pages link to Testing the Nullity of GARCH Coefficients: Correction of the Standard Tests and Relative Efficiency Comparisons (Q5256127):
Displaying 21 items.
- Inference and testing on the boundary in extended constant conditional correlation GARCH models (Q341884) (← links)
- Computing and estimating information matrices of weak ARMA models (Q425392) (← links)
- A note on portmanteau tests for conditional heteroscedastistic models (Q777693) (← links)
- Subvector inference when the true parameter vector may be near or at the boundary (Q1739590) (← links)
- Asymptotic properties of \textit{QMLE} for seasonal threshold \textit{GARCH} model with periodic coefficients (Q2059106) (← links)
- Bootstrap inference on the boundary of the parameter space, with application to conditional volatility models (Q2116337) (← links)
- A factor-GARCH model for high dimensional volatilities (Q2155653) (← links)
- Adaptive inference for a semiparametric generalized autoregressive conditional heteroskedasticity model (Q2236868) (← links)
- Non-standard inference for augmented double autoregressive models with null volatility coefficients (Q2295807) (← links)
- Bahadur intercept with applications to one-sided testing (Q2306885) (← links)
- A simple joint model for returns, volatility and volatility of volatility (Q2682964) (← links)
- Conditional asymmetry in power ARCH\((\infty)\) models (Q2697981) (← links)
- Poisson QMLE of Count Time Series Models (Q2802909) (← links)
- RANK-BASED ESTIMATION FOR GARCH PROCESSES (Q3168422) (← links)
- QML ESTIMATION OF A CLASS OF MULTIVARIATE ASYMMETRIC GARCH MODELS (Q3224041) (← links)
- QML INFERENCE FOR VOLATILITY MODELS WITH COVARIATES (Q4629565) (← links)
- On Diagnostic Checking Autoregressive Conditional Duration Models with Wavelet-Based Spectral Density Estimators (Q4976477) (← links)
- Inference for asymmetric exponentially weighted moving average models (Q5111784) (← links)
- TESTING GARCH-X TYPE MODELS (Q5243487) (← links)
- Dynamic conditional eigenvalue GARCH (Q6090564) (← links)
- Estimation of the empirical risk‐return relation: A generalized‐risk‐in‐mean model (Q6134640) (← links)
