Pages that link to "Item:Q840975"

The following pages link to Modeling stock markets' volatility using GARCH models with normal, Student's \(t\) and stable Paretian distributions (Q840975):

Displayed 3 items.

• Specification tests for the error distribution in GARCH models (Q1927139) ‎ (← links)
• Recursive computation of piecewise constant volatilities (Q1927142) ‎ (← links)
• Estimating the Population Coefficient of Variation by Confidence Intervals (Q3102875) ‎ (← links)