Pages that link to "Item:Q5438206"
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The following pages link to A CLOSED-FORM ESTIMATOR FOR THE GARCH(1,1) MODEL (Q5438206):
Displaying 21 items.
- A closed-form estimator for the multivariate GARCH(1,1) model (Q391807) (← links)
- Laplace approximations using \(n^\alpha\)-consistent estimators (Q680390) (← links)
- A GMM procedure for combining volatility forecasts (Q1023635) (← links)
- Deciding between GARCH and stochastic volatility via strong decision rules (Q1044073) (← links)
- Robust closed-form estimators for the integer-valued GARCH(1,1) model (Q1659080) (← links)
- Feasible generalized least squares estimation of multivariate GARCH(1,1) models (Q2015062) (← links)
- Simple estimators and inference for higher-order stochastic volatility models (Q2043263) (← links)
- Efficient closed-form estimation of large spatial autoregressions (Q2106398) (← links)
- On the validity of Edgeworth expansions and moment approximations for three indirect inference estimators (Q2312951) (← links)
- Closed-form estimators for finite-order ARCH models as simple and competitive alternatives to QMLE (Q2691780) (← links)
- Estimation and Asymptotic Properties in Periodic<i>GARCH</i>(1, 1) Models (Q2864659) (← links)
- Computationally efficient bootstrap prediction intervals for returns and volatilities in ARCH and GARCH processes (Q3018538) (← links)
- A Model Specification Test For GARCH(1,1) Processes (Q3460672) (← links)
- ASYMPTOTIC THEORY FOR A FACTOR GARCH MODEL (Q3632428) (← links)
- Time-varying parameters realized GARCH models for tracking attenuation bias in volatility dynamics (Q4957245) (← links)
- A robust closed-form estimator for the GARCH(1,1) model (Q5222426) (← links)
- AN ALMOST CLOSED FORM ESTIMATOR FOR THE EGARCH MODEL (Q5357395) (← links)
- Least squares estimation of ARCH models with missing observations (Q5397963) (← links)
- Effects of outliers on the identification and estimation of GARCH models (Q5430496) (← links)
- Applications of Laplace’s method in Bayesian analysis and related topics (Q6095858) (← links)
- Volatility Estimation When the Zero-Process is Nonstationary (Q6586884) (← links)
