Pages that link to "Item:Q5430496"
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The following pages link to Effects of outliers on the identification and estimation of GARCH models (Q5430496):
Displaying 5 items.
- A robust forward weighted Lagrange multiplier test for conditional heteroscedasticity (Q961418) (← links)
- Modelling long-memory volatilities with leverage effect: A-LMSV versus FIEGARCH (Q1023615) (← links)
- Portfolio management with targeted constant market volatility (Q1622522) (← links)
- Testing for jumps in conditionally Gaussian ARMA-GARCH models, a robust approach (Q1659128) (← links)
- Confidence intervals for ARMA-GARCH value-at-risk: the case of heavy tails and skewness (Q1659142) (← links)
