Pages that link to "Item:Q1659146"
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The following pages link to Estimation and inference in univariate and multivariate log-GARCH-X models when the conditional density is unknown (Q1659146):
Displaying 8 items.
- Goodness-of-fit tests for Log-GARCH and EGARCH models (Q1708360) (← links)
- Estimation of multivariate asymmetric power GARCH models (Q2079614) (← links)
- Inference and model selection in general causal time series with exogenous covariates (Q2136604) (← links)
- Testing for local covariate trend effects in volatility models (Q2192311) (← links)
- On partial-sum processes of ARMAX residuals (Q2284371) (← links)
- An equation-by-equation estimator of a multivariate log-GARCH-X model of financial returns (Q2374397) (← links)
- STATISTICAL INFERENCE FOR MEASUREMENT EQUATION SELECTION IN THE LOG-REALGARCH MODEL (Q5243485) (← links)
- Exponential-Type GARCH Models With Linear-in-Variance Risk Premium (Q6617781) (← links)
