Pages that link to "Item:Q806915"
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The following pages link to The autocorrelation structure for the GARCH-M process (Q806915):
Displayed 6 items.
- Empirical likelihood inference for functional coefficient ARCH-M model (Q1734927) (← links)
- Time Dependence and Moments of a Family of Time‐Varying Parameter Garch in Mean Models (Q4828167) (← links)
- Weighted empirical likelihood inferences for a class of varying coefficient ARCH-M models (Q5012332) (← links)
- Empirical likelihood based estimation for a class of functional coefficient ARCH-M models (Q5077366) (← links)
- Estimation, Testing, and Finite Sample Properties of Quasi-Maximum Likelihood Estimators in GARCH-M Models (Q5080157) (← links)
- Appraisal of excess Kurtosis through outlier-modified GARCH-type models (Q6171876) (← links)