Pages that link to "Item:Q2845022"
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The following pages link to On moment conditions for quasi-maximum likelihood estimation of multivariate ARCH models (Q2845022):
Displaying 11 items.
- Moment matrices in conditional heteroskedastic models under elliptical distributions with applications in AR-ARCH models (Q641782) (← links)
- On the tail behavior of a class of multivariate conditionally heteroskedastic processes (Q726124) (← links)
- On asymptotic theory for multivariate GARCH models (Q842922) (← links)
- Asymptotics of Cholesky GARCH models and time-varying conditional betas (Q1753058) (← links)
- Asymptotic theory for multivariate GARCH processes. (Q1867194) (← links)
- Feasible generalized least squares estimation of multivariate GARCH(1,1) models (Q2015062) (← links)
- Asymptotic efficiency of conditional least squares estimators for ARCH models (Q2476827) (← links)
- Targeting estimation of CCC-GARCH models with infinite fourth moments (Q2801995) (← links)
- CHARACTERIZATION OF THE TAIL BEHAVIOR OF A CLASS OF BEKK PROCESSES: A STOCHASTIC RECURRENCE EQUATION APPROACH (Q5065457) (← links)
- Dynamic conditional eigenvalue GARCH (Q6090564) (← links)
- Autoregressive conditional betas (Q6193071) (← links)