Pages that link to "Item:Q737949"
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The following pages link to Method of moments estimation of GO-GARCH models (Q737949):
Displaying 9 items.
- Estimation risk for the VaR of portfolios driven by semi-parametric multivariate models (Q1644252) (← links)
- Bootstrapping impulse responses of structural vector autoregressive models identified through GARCH (Q1734571) (← links)
- Asymptotics of Cholesky GARCH models and time-varying conditional betas (Q1753058) (← links)
- Ai algorithms for fitting GARCH parameters to empirical financial data (Q2162984) (← links)
- Multivariate rotated ARCH models (Q2512636) (← links)
- Weighted scatter estimation method of the GO-GARCH models (Q2930903) (← links)
- Bayesian inference of multivariate rotated GARCH models with skew returns (Q5082768) (← links)
- Independent Factor Autoregressive Conditional Density Model (Q5863555) (← links)
- Dynamic conditional eigenvalue GARCH (Q6090564) (← links)
