Pages that link to "Item:Q308384"
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The following pages link to Asymptotics for parametric GARCH-in-mean models (Q308384):
Displaying 9 items.
- ARCH/GARCH with persistent covariate: asymptotic theory of MLE (Q738138) (← links)
- The asymptotic convexity of the negative likelihood function of GARCH models (Q959162) (← links)
- The time-varying GARCH-in-mean model (Q1782322) (← links)
- Asymptotic properties of the QMLE in a log-linear RealGARCH model with Gaussian errors (Q2029208) (← links)
- An Alternative GARCH-in-Mean Model: Structure and Estimation (Q2839046) (← links)
- FIRST-ORDER ASYMPTOTIC THEORY FOR PARAMETRIC MISSPECIFICATION TESTS OF GARCH MODELS (Q3632429) (← links)
- Bootstrap specification tests for dynamic conditional distribution models (Q6108286) (← links)
- Estimation of the empirical risk‐return relation: A generalized‐risk‐in‐mean model (Q6134640) (← links)
- Exponential-Type GARCH Models With Linear-in-Variance Risk Premium (Q6617781) (← links)