Pages that link to "Item:Q1904510"

The following pages link to Stable GARCH models for financial time series (Q1904510):

Displaying 35 items.

• Fourier-type estimation of the power GARCH model with stable-Paretian innovations (Q288103) (← links)
• Stable mixture GARCH models (Q528154) (← links)
• Doubly stochastic models with GARCH innovations (Q654181) (← links)
• A testable version of the Pareto-Stable CAPM (Q699422) (← links)
• Modelling heavy tails and asymmetry using \(ARCH\)-type models with stable Paretian distri\-bu\-tions (Q840372) (← links)
• Modeling stock markets' volatility using GARCH models with normal, Student's \(t\) and stable Paretian distributions (Q840975) (← links)
• Hierarchical forecasting based on AR-GARCH model in a coherent structure (Q852971) (← links)
• A note on GARCH model identification (Q945144) (← links)
• Unconditional and conditional distributional models for the Nikkei index (Q1000455) (← links)
• Periodic moving averages of random variables with regularly varying tails (Q1359424) (← links)
• Conditionally exponential dependence model for asset returns (Q1370448) (← links)
• Fitting a Pareto-Normal-Pareto distribution to the residuals of financial data (Q1424662) (← links)
• Maximum likelihood estimation of stable Paretian models. (Q1596882) (← links)
• Subordinated exchange rate models: Evidence for heavy tailed distributions and long-range dependence (Q1600522) (← links)
• Testing the stable Paretian assumption (Q1600528) (← links)
• The GARCH-stable option pricing model (Q1600540) (← links)
• Stable modeling of value at risk (Q1600544) (← links)
• Estimating GARCH-type models with symmetric stable innovations: indirect inference versus maximum likelihood (Q1623518) (← links)
• Estimating stable latent factor models by indirect inference (Q1754526) (← links)
• Stationarity of stable power-GARCH processes. (Q1858909) (← links)
• Generalized stable models for financial asset returns (Q1919502) (← links)
• Inference procedures for stable-Paretian stochastic volatility models (Q1931045) (← links)
• Stable and generalized-\(t\) distributions and applications (Q1948247) (← links)
• Modeling fat tails in stock returns: a multivariate stable-GARCH approach (Q2512745) (← links)
• Portfolio optimization when risk factors are conditionally varying and heavy tailed (Q2642602) (← links)
• Dynamic models for volatility and heavy tails. With applications to financial and economic time series (Q2925319) (← links)
• (Q3368225) (← links)
• A Student t-mixture autoregressive model with applications to heavy-tailed financial data (Q3399084) (← links)
• <b>H</b>(curl) auxiliary mesh preconditioning (Q3588921) (← links)
• Periodic Long-Memory GARCH Models (Q3615077) (← links)
• (Q4542140) (← links)
• On improved volatility modelling by fitting skewness in ARCH models (Q5037037) (← links)
• Estimating the tail conditional expectation of Walmart stock data (Q5147650) (← links)
• GARCH in spinor field (Q5233042) (← links)
• Estimation of the parameters of symmetric stable ARMA and ARMA–GARCH models (Q5867708) (← links)