Pages that link to "Item:Q1927757"
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The following pages link to Outliers and GARCH models in financial data (Q1927757):
Displaying 16 items.
- Outlier detection and accommodation in general spatial models (Q333546) (← links)
- Slope influence diagnostics in conditional heteroscedastic time series models (Q481421) (← links)
- Testing for jumps in conditionally Gaussian ARMA-GARCH models, a robust approach (Q1659128) (← links)
- Correcting outliers in GARCH models: a weighted forward approach (Q2338226) (← links)
- Detection of patches of outliers in stochastic volatility processes (Q2400232) (← links)
- Robust estimation and inference for heavy tailed GARCH (Q2515512) (← links)
- Influence diagnostics for multivariate GARCH processes (Q3103184) (← links)
- Detecting outliers in GARCH(p,q) models (Q3133053) (← links)
- Additive Outlier Detection and Estimation for the Logarithmic Autoregressive Conditional Duration Model (Q4906413) (← links)
- Binomial AR(1) processes with innovational outliers (Q5079051) (← links)
- Robust bootstrap forecast densities for GARCH returns and volatilities (Q5106994) (← links)
- M-estimates for the multiplicative error model (Q5107692) (← links)
- Stepwise local influence in generalized autoregressive conditional heteroskedasticity models (Q5130157) (← links)
- Effects of outliers on the identification and estimation of GARCH models (Q5430496) (← links)
- Retrospective Bayesian outlier detection in INGARCH series (Q5962745) (← links)
- The high-frequency impact of macroeconomic news on jumps and co-jumps in the cryptocurrency markets (Q6148782) (← links)