Pages that link to "Item:Q2231011"
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The following pages link to Inference for random coefficient volatility models (Q2231011):
Displaying 12 items.
- Non-stationary quasi-likelihood and asymptotic optimality (Q397244) (← links)
- Joint estimation using quadratic estimating function (Q642439) (← links)
- Combining estimating functions for volatility (Q999000) (← links)
- RCA models: joint prediction of mean and volatility (Q1950658) (← links)
- Dynamic tail inference with log-Laplace volatility (Q2191426) (← links)
- Generalized duration models and optimal estimation using estimating functions (Q2255169) (← links)
- Quadratic random coefficient autoregression with linear-in-parameters volatility (Q2350910) (← links)
- Random coefficient volatility models (Q2483427) (← links)
- Combined estimating function for random coefficient models with correlated errors (Q2807745) (← links)
- First-order random coefficient autoregressive (RCA(1)) model: joint Whittle estimation and information (Q2814796) (← links)
- Random coefficient autoregressive (RCA) models with nonlinear stochastic volatility innovations (Q2888192) (← links)
- Inference in Lévy-type stochastic volatility models (Q3590750) (← links)