Pages that link to "Item:Q2855511"
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The following pages link to The bootstrap does not always work for heteroscedastic models (Q2855511):
Displaying 5 items.
- Tests for conditional ellipticity in multivariate GARCH models (Q503569) (← links)
- Testing the existence of moments for GARCH processes (Q2116322) (← links)
- Bootstrapping the nonparametric ARCH regression model (Q2452874) (← links)
- Risk Measure Inference (Q6616627) (← links)
- Inference on GARCH-MIDAS models without any small-order moment (Q6667299) (← links)