Pages that link to "Item:Q2806715"
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The following pages link to Parameter estimation in the ARCH model with weighted liquidity (Q2806715):
Displaying 4 items.
- On the ARCH model with stationary liquidity (Q2227202) (← links)
- A Weighted Linear Estimator of Multivariate ARCH Parameters (Q3015866) (← links)
- Weighted empirical likelihood inferences for a class of varying coefficient ARCH-M models (Q5012332) (← links)
- EGARCH Model with Weighted Liquidity (Q5415909) (← links)