Pages that link to "Item:Q263253"
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The following pages link to On the tail index inference for heavy-tailed GARCH-type innovations (Q263253):
Displaying 4 items.
- Confidence intervals for ARMA-GARCH value-at-risk: the case of heavy tails and skewness (Q1659142) (← links)
- Finite-sample bootstrap inference in GARCH models with heavy-tailed innovations (Q1927104) (← links)
- Test for tail index constancy of GARCH innovations based on conditional volatility (Q2317888) (← links)
- A class of bootstrap tests on the tail index (Q6172127) (← links)