Pages that link to "Item:Q5443826"
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The following pages link to Pseudo‐likelihood estimation in ARCH models (Q5443826):
Displaying 4 items.
- Generalized R-estimators under conditional heteroscedasticity (Q289160) (← links)
- Two-stage non Gaussian QML estimation of GARCH models and testing the efficiency of the Gaussian QMLE (Q738084) (← links)
- On the efficiency of a semi‐parametric GARCH model (Q3018505) (← links)
- Bootstrapping a weighted linear estimator �of the ARCH parameters (Q3077651) (← links)
