Pages that link to "Item:Q2317888"
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The following pages link to Test for tail index constancy of GARCH innovations based on conditional volatility (Q2317888):
Displaying 5 items.
- On the tail index inference for heavy-tailed GARCH-type innovations (Q263253) (← links)
- Recent progress in parameter change test for integer-valued time series models (Q2132020) (← links)
- Structural change tests in tail behaviour and the Asian crisis (Q2763328) (← links)
- Testing for volatility interactions in the Constant Conditional Correlation GARCH model (Q3566443) (← links)
- A STATISTICAL TEST OF VOLATILITY PERSISTENCE IN GARCH MODELS AND APPLICATION TO STOCK EXCHANGE (Q5229423) (← links)