Pages that link to "Item:Q2445701"
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The following pages link to Robust M-estimation of multivariate GARCH models (Q2445701):
Displaying 19 items.
- Robust score and portmanteau tests of volatility spillover (Q473342) (← links)
- Estimating VAR-MGARCH models in multiple steps (Q905385) (← links)
- Robust estimates for GARCH models (Q935425) (← links)
- Forecasting correlations during the late-2000s financial crisis: the short-run component, the long-run component, and structural breaks (Q1623507) (← links)
- Robust ranking of multivariate GARCH models by problem dimension (Q1623519) (← links)
- Dynamic factor multivariate GARCH model (Q1623556) (← links)
- Robust closed-form estimators for the integer-valued GARCH(1,1) model (Q1659080) (← links)
- Testing for jumps in conditionally Gaussian ARMA-GARCH models, a robust approach (Q1659128) (← links)
- Robust estimation for vector autoregressive models (Q1800108) (← links)
- Feasible generalized least squares estimation of multivariate GARCH(1,1) models (Q2015062) (← links)
- M-estimate for the stationary hyperbolic GARCH models (Q2070660) (← links)
- On consistency factors and efficiency of robust \(S\)-estimators (Q2513931) (← links)
- Robust \(M\)-estimate of GJR model with high frequency data (Q2516046) (← links)
- Weighted scatter estimation method of the GO-GARCH models (Q2930903) (← links)
- <i>M</i>-ESTIMATION IN GARCH MODELS (Q3551008) (← links)
- Robust bootstrap densities for dynamic conditional correlations: implications for portfolio selection and Value-at-Risk (Q4960660) (← links)
- Robust bootstrap forecast densities for GARCH returns and volatilities (Q5106994) (← links)
- Multivariate GARCH models for large-scale applications: A survey (Q5116815) (← links)
- Change‐Point Detection in the Conditional Correlation Structure of Multivariate Volatility Models (Q6626310) (← links)
