Pages that link to "Item:Q5932779"
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The following pages link to Contemporaneous asymmetry in GARCH processes (Q5932779):
Displaying 6 items.
- Bootstrapping the Box-Pierce \(Q\) test: a robust test of uncorrelatedness (Q275269) (← links)
- Conditional correlation in asset return and GARCH intensity model (Q1621670) (← links)
- Tail behavior and dependence structure in the APARCH model (Q1695685) (← links)
- Testing the Martingale Difference Hypothesis (Q4434414) (← links)
- Asymptotic theory for QMLE for the real‐time GARCH(1,1) model (Q5012866) (← links)
- Weak dependence for infinite ARCH-type bilinear models (Q5429696) (← links)
