Pages that link to "Item:Q961418"
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The following pages link to A robust forward weighted Lagrange multiplier test for conditional heteroscedasticity (Q961418):
Displaying 7 items.
- Correcting outliers in GARCH models: a weighted forward approach (Q2338226) (← links)
- Robust estimation of efficient mean-variance frontiers (Q2442794) (← links)
- Robust M-estimation of multivariate GARCH models (Q2445701) (← links)
- Wavelet-based detection of outliers in financial time series (Q2445711) (← links)
- The forward search: theory and data analysis (Q2511326) (← links)
- A robust closed-form estimator for the GARCH(1,1) model (Q5222426) (← links)
- Robust portfolio optimization for banking foundations: a CVaR approach for asset allocation with mandatory constraints (Q6161249) (← links)
