Pages that link to "Item:Q1927104"
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The following pages link to Finite-sample bootstrap inference in GARCH models with heavy-tailed innovations (Q1927104):
Displaying 9 items.
- Socle finiteness of the local cohomology (Q627389) (← links)
- Bootstrap prediction for returns and volatilities in GARCH models (Q959315) (← links)
- Comparison of specification tests for GARCH models (Q1623530) (← links)
- Unfolded GARCH models (Q1657508) (← links)
- Confidence intervals for ARMA-GARCH value-at-risk: the case of heavy tails and skewness (Q1659142) (← links)
- Bootstrapping impulse responses of structural vector autoregressive models identified through GARCH (Q1734571) (← links)
- On \(1/f\) noise (Q1955060) (← links)
- (Q5142069) (← links)
- Computational Science - ICCS 2004 (Q5712718) (← links)