Pages that link to "Item:Q2192311"
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The following pages link to Testing for local covariate trend effects in volatility models (Q2192311):
Displaying 4 items.
- Robustifying multivariate trend tests to nonstationary volatility (Q527989) (← links)
- Inference and model selection in general causal time series with exogenous covariates (Q2136604) (← links)
- Local influence diagnostics for the test of mean-variance efficiency and systematic risks in the capital asset pricing model (Q2633428) (← links)
- Assessment of Local Influence in GARCH Processes (Q4828183) (← links)