Pages that link to "Item:Q1740298"
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The following pages link to Functional GARCH models: the quasi-likelihood approach and its applications (Q1740298):
Displaying 16 items.
- Functional data analysis for volatility (Q738082) (← links)
- Change point analysis of covariance functions: a weighted cumulative sum approach (Q2078538) (← links)
- Functional ARCH and GARCH models: a Yule-Walker approach (Q2219213) (← links)
- Testing serial independence with functional data (Q2666064) (← links)
- A functional version of the ARCH model (Q2847583) (← links)
- Functional Generalized Autoregressive Conditional Heteroskedasticity (Q2954300) (← links)
- Forecasting intraday S&P 500 index returns: A functional time series approach (Q4687632) (← links)
- State Heterogeneity Analysis of Financial Volatility using high‐frequency Financial Data (Q5030954) (← links)
- Tests for conditional heteroscedasticity of functional data (Q5135320) (← links)
- GARCH density and functional forecasts (Q6108262) (← links)
- White noise testing for functional time series (Q6158229) (← links)
- Robust nonparametric hypothesis tests for differences in the covariance structure of functional data (Q6490386) (← links)
- Trend filtering for functional data (Q6548836) (← links)
- A feasible central limit theorem for realised covariation of SPDEs in the context of functional data (Q6590456) (← links)
- Functional horseshoe smoothing for functional trend estimation (Q6593377) (← links)
- Projection-based white noise and goodness-of-fit tests for functional time series (Q6635301) (← links)
