Pages that link to "Item:Q5741626"
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The following pages link to DETECTING FOR SMOOTH STRUCTURAL CHANGES IN GARCH MODELS (Q5741626):
Displaying 8 items.
- Adaptive inference for a semiparametric generalized autoregressive conditional heteroskedasticity model (Q2236868) (← links)
- Statistical inference for autoregressive models under heteroscedasticity of unknown form (Q2284370) (← links)
- A time varying \(\mathrm{GARCH}(p,q)\) model and related statistical inference (Q2637362) (← links)
- Testing and Modelling for the Structural Change in Covariance Matrix Time Series With Multiplicative Form (Q6086165) (← links)
- A practical multivariate approach to testing volatility spillover (Q6094458) (← links)
- Loss function-based change point detection in risk measures (Q6113344) (← links)
- Time-varying forecast combination for factor-augmented regressions with smooth structural changes (Q6199635) (← links)
- Asymptotic Inference in the Random Coefficient Autoregressive Model with Time-functional Variance Noises (Q6489810) (← links)
