Pages that link to "Item:Q3552847"
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The following pages link to Finite Sample Theory of QMLE in ARCH Models with Dynamics in the Mean Equation (Q3552847):
Displaying 8 items.
- Higher-order asymptotic expansions of the least-squares estimation bias in first-order dynamic regression models (Q1927149) (← links)
- Higher-order asymptotic properties of QML in \(\beta \)-ARCH and \(\mu \)-ARCH models (Q1929469) (← links)
- Closed-form estimators for finite-order ARCH models as simple and competitive alternatives to QMLE (Q2691780) (← links)
- Time-varying asymmetry and tail thickness in long series of daily financial returns (Q2691782) (← links)
- Edgeworth and Moment Approximations: The Case of MM and QML Estimators for the MA(1) Models (Q2839040) (← links)
- Higher order asymptotic theory when a parameter is on a boundary with an application to GARCH models (Q2886979) (← links)
- Limit Theory for the QMLE of the GQARCH (1,1) Model (Q3458099) (← links)
- On Sample Skewness and Kurtosis (Q5080552) (← links)