Pages that link to "Item:Q2338226"
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The following pages link to Correcting outliers in GARCH models: a weighted forward approach (Q2338226):
Displaying 5 items.
- Outliers and GARCH models in financial data (Q1927757) (← links)
- Asymptotic properties of the QMLE in a log-linear RealGARCH model with Gaussian errors (Q2029208) (← links)
- Detecting outliers in GARCH(p,q) models (Q3133053) (← links)
- M-estimates for the multiplicative error model (Q5107692) (← links)
- Robust asset allocation with conditional value at risk using the forward search (Q6576844) (← links)