Pages that link to "Item:Q1786796"

The following pages link to Stable limits for the Gaussian QMLE in the non-stationary GARCH(1,1) model (Q1786796):

Displaying 7 items.

• A note on the QMLE limit theory in the non-stationary ARCH(1) model (Q1695669) (← links)
• Stable limit theory for the Gaussian QMLE in a non-stationary asymmetric GARCH model (Q1726827) (← links)
• Small-noise limit of the quasi-Gaussian log-normal HJM model (Q1727938) (← links)
• Stable limits of martingale transforms with application to the estimation of GARCH parame\-ters (Q2493561) (← links)
• Limit Theory for the QMLE of the GQARCH (1,1) Model (Q3458099) (← links)
• On the limit theory of the Gaussian SQMLE in the EGARCH(1,1) model (Q5111848) (← links)
• The impact of investor sentiment on crude oil market risks: evidence from the wavelet approach (Q5234361) (← links)