Pages that link to "Item:Q1299545"
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The following pages link to Estimating high-frequency foreign exchange rate volatility with nonparametric ARCH models (Q1299545):
Displaying 16 items.
- A semiparametric GARCH model for foreign exchange volatility (Q274897) (← links)
- Estimating function approach for CHARN models (Q475342) (← links)
- Estimation of nonlinear autoregressive models using design-adapted wavelets (Q816372) (← links)
- Nonparametric vector autoregression (Q1299541) (← links)
- Nonparametric estimation of structural models for high-frequency currency market data (Q1347106) (← links)
- Splines for financial volatility (Q2920261) (← links)
- Non-parametric estimation of a multiscale CHARN model using SVR (Q3182652) (← links)
- (Q3374310) (← links)
- (Q3415782) (← links)
- Local Estimation in AR Models with Nonparametric ARCH Errors (Q3634559) (← links)
- (Q4251769) (← links)
- Finite nonparametric grach model for foreign exchange volatility (Q4541728) (← links)
- ARCH Models and an Application on Exchange Rate Volatility: ARCH and GARCH Models (Q5049438) (← links)
- (Q5256016) (← links)
- Local Likelihood for non‐parametric ARCH(1) models (Q5467603) (← links)
- Durations, volume and the prediction of financial returns in transaction time (Q5697321) (← links)