Pages that link to "Item:Q2574560"
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The following pages link to Asymptotics of rank order statistics for ARCH residual empirical processes. (Q2574560):
Displaying 4 items.
- Statistical estimation errors of VaR under ARCH returns (Q947259) (← links)
- The empirical distribution function and partial sum process of residuals from a stationary ARCH with drift process (Q2495334) (← links)
- Empirical and rank processes of observations and residuals (Q3681716) (← links)
- Fourth-order moments of augmented arch processes (Q4226842) (← links)