Pages that link to "Item:Q1766976"
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The following pages link to Analytic Hessian matrices and the computation of FIGARCH estimates (Q1766976):
Displaying 8 items.
- Misspecification tests for periodic long memory GARCH models (Q257484) (← links)
- A new hyperbolic GARCH model (Q888335) (← links)
- Fractionally integrated generalized autoregressive conditional heteroskedasticity (Q1126491) (← links)
- Analytical derivates of the APARCH model (Q1768382) (← links)
- On the estimation and diagnostic checking of the ARFIMA-HYGARCH model (Q1927143) (← links)
- (Q3400251) (← links)
- Fractionally integrated GARCH model with tempered stable distribution: a simulation study (Q5138749) (← links)
- Hessian determinants of composite functions with applications for production functions in economics (Q5892384) (← links)