Pages that link to "Item:Q3077676"
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The following pages link to Empirical likelihood intervals for conditional Value-at-Risk in ARCH/GARCH models (Q3077676):
Displaying 13 items.
- Interval estimation for the Sharpe ratio when returns are not i.i.d. with special emphasis on the GARCH(1,1) process with symmetric innovations (Q257461) (← links)
- Interval estimation of value-at-risk based on GARCH models with heavy-tailed innovations (Q276934) (← links)
- Global robust exponential synchronization of BAM recurrent FNNs with infinite distributed delays and diffusion terms on time scales (Q307366) (← links)
- Empirical likelihood for break detection in time series (Q391854) (← links)
- Existence and exponential stability of an equilibrium point for fuzzy BAM neural networks with time-varying delays in leakage terms on time scales (Q681091) (← links)
- Almost periodic solutions for neutral delay Hopfield neural networks with time-varying delays in the leakage term on time scales (Q738576) (← links)
- Confidence intervals for ARMA-GARCH value-at-risk: the case of heavy tails and skewness (Q1659142) (← links)
- Interval estimation of the tail index of a GARCH(1,1) model (Q1936534) (← links)
- Existence and globally exponential stability of equilibrium for fuzzy BAM neural networks with distributed delays and impulse (Q1951035) (← links)
- Virtual historical simulation for estimating the conditional VaR of large portfolios (Q2190229) (← links)
- (Q3640775) (← links)
- Generalized quasi maximum likelihood estimation for generalized autoregressive score models: simulations and real applications (Q5082783) (← links)
- Distributed estimation with empirical likelihood (Q6059452) (← links)
