Pages that link to "Item:Q2015062"
From MaRDI portal
The following pages link to Feasible generalized least squares estimation of multivariate GARCH(1,1) models (Q2015062):
Displaying 8 items.
- A closed-form estimator for the multivariate GARCH(1,1) model (Q391807) (← links)
- Feasible optimum Godambe scores for a semi-parametric GARCH time series (Q508110) (← links)
- Estimating multivariate ARCH parameters by two-stage least-squares method (Q1016830) (← links)
- Multivariate GARCH estimation via a Bregman-proximal trust-region method (Q1623522) (← links)
- Feasible generalized least squares using support vector regression (Q1714071) (← links)
- An impulse-response function for a vector autoregression with multivariate GARCH-in-mean (Q1925982) (← links)
- Generalized least squares estimation for cointegration parameters under conditional heteroskedasticity (Q4979108) (← links)
- Least‐squares estimation of GARCH(1,1) models with heavy‐tailed errors (Q5093957) (← links)