Pages that link to "Item:Q1756033"
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The following pages link to Semiparametric efficient adaptive estimation of the GJR-GARCH model (Q1756033):
Displaying 9 items.
- A semiparametric GARCH model for foreign exchange volatility (Q274897) (← links)
- Semiparametric efficient adaptive estimation of asymmetric GARCH models (Q274928) (← links)
- Feasible optimum Godambe scores for a semi-parametric GARCH time series (Q508110) (← links)
- Semiparametric inference in a GARCH-in-mean model (Q738173) (← links)
- Efficient estimation in semiparametric GARCH models (Q1372928) (← links)
- On adaptive estimation in nonstationary ARMA models with GARCH errors (Q1429320) (← links)
- On the efficiency of a semi‐parametric GARCH model (Q3018505) (← links)
- A note on adaptation in garch models (Q4355144) (← links)
- Adaptive Estimators and Tests of Stationary and Nonstationary Short- and Long-Memory ARFIMA–GARCH Models (Q4468546) (← links)