Pages that link to "Item:Q3416896"
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The following pages link to On Efficient Inference in GARCH Processes (Q3416896):
Displaying 11 items.
- Inference in nonstationary asymmetric GARCH models (Q385779) (← links)
- Guaranteed detection of an imbalance instant of the GARCH-process (Q885777) (← links)
- The efficiency of the estimators of the parameters in GARCH processes. (Q1879947) (← links)
- Specification tests for the error distribution in GARCH models (Q1927139) (← links)
- Testing the existence of moments for GARCH processes (Q2116322) (← links)
- Estimating weak GARCH representations (Q2716484) (← links)
- Monte Carlo posterior integration in GARCH models (Q2736876) (← links)
- RANK-BASED ESTIMATION FOR GARCH PROCESSES (Q3168422) (← links)
- Recursive Estimation of GARCH Models (Q3424299) (← links)
- Assessment of Local Influence in GARCH Processes (Q4828183) (← links)
- Quasi-likelihood estimation in volatility models for semi-continuous time series (Q6636843) (← links)
