Pages that link to "Item:Q2813909"
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The following pages link to Least absolute deviations estimation for ARCH and GARCH models (Q2813909):
Displaying 28 items.
- Diagnostic checking for time series models with conditional heteroscedasticity estimated by the least absolute deviation approach (Q3597968) (← links)
- Modelling Multivariate Volatilities via Conditionally Uncorrelated Components (Q3631467) (← links)
- ESTIMATION RISK IN GARCH VaR AND ES ESTIMATES (Q3632423) (← links)
- Quantile Regression Estimator for GARCH Models (Q4911963) (← links)
- Diagnostic Checking for GARCH-Type Models (Q4921650) (← links)
- UNIFORM BAHADUR REPRESENTATION FOR LOCAL POLYNOMIAL ESTIMATES OF M-REGRESSION AND ITS APPLICATION TO THE ADDITIVE MODEL (Q4933588) (← links)
- Empirical likelihood test for the application of swqmele in fitting an arma‐garch model (Q4997696) (← links)
- TEST FOR ZERO MEDIAN OF ERRORS IN AN ARMA–GARCH MODEL (Q5081790) (← links)
- Least‐squares estimation of GARCH(1,1) models with heavy‐tailed errors (Q5093957) (← links)
- Empirical characteristic function tests for GARCH innovation distribution using multipliers (Q5106912) (← links)
- Bootstrap Inference for Garch Models by the Least Absolute Deviation Estimation (Q5111776) (← links)
- Two‐Step Estimation for Time Varying Arch Models (Q5121011) (← links)
- Inflation uncertainty and economic growth: evidence from the LAD ARCH model (Q5124748) (← links)
- A HYBRID BOOTSTRAP APPROACH TO UNIT ROOT TESTS (Q5176759) (← links)
- ESTIMATION FOR A NONSTATIONARY SEMI-STRONG GARCH(1,1) MODEL WITH HEAVY-TAILED ERRORS (Q5187620) (← links)
- Self-Weighted Least Absolute Deviation Estimation for Infinite Variance Autoregressive Models (Q5313457) (← links)
- Testing Symmetry of the Error Distribution in Nonlinear Heteroscedastic Models (Q5321945) (← links)
- LEAST ABSOLUTE DEVIATION ESTIMATION FOR UNIT ROOT PROCESSES WITH GARCH ERRORS (Q5411515) (← links)
- Inference in Arch and Garch Models with Heavy-Tailed Errors (Q5472959) (← links)
- Weighted least absolute deviations estimation for an AR(1) process with ARCH(1) errors (Q5479505) (← links)
- Robust modelling of DTARCH models (Q5703223) (← links)
- Inference for the tail index of a GARCH(1,1) model and an AR(1) model with ARCH(1) errors (Q5860900) (← links)
- A new generalized exponentially weighted moving average quantile model and its statistical inference (Q6090552) (← links)
- Bootstrapping the transformed goodness-of-fit test on heavy-tailed GARCH models (Q6115537) (← links)
- Does investment in insurance stocks reap diversification benefits? Static and time varying copula modeling (Q6171861) (← links)
- A new RCAR(1) model based on explanatory variables and observations (Q6541086) (← links)
- Testing serial correlation in a general <i>d</i> -factor model with possible infinite variance (Q6579843) (← links)
- Gini autocovariance function used for time series with heavy-tail distributions (Q6602195) (← links)
