Pages that link to "Item:Q3632433"

The following pages link to QUASI-MAXIMUM LIKELIHOOD ESTIMATION OF SEMI-STRONG GARCH MODELS (Q3632433):

Displaying 36 items.

• Joint and marginal specification tests for conditional mean and variance models (Q291103) (← links)
• Quasilikelihood and quasi-maximum likelihood for GARCH-type processes: estimating function approach (Q488612) (← links)
• Asymptotic properties of LS and QML estimators for a class of nonlinear GARCH processes (Q710816) (← links)
• GARCH processes: structure and estimation (Q1395935) (← links)
• Asymptotic properties of QML estimation of multivariate periodic CCC-GARCH models (Q1631205) (← links)
• Quasi-maximum likelihood estimator of Laplace \((1,1)\) for GARCH models (Q1698475) (← links)
• Functional GARCH models: the quasi-likelihood approach and its applications (Q1740298) (← links)
• Maximum likelihood estimation of pure GARCH and ARMA-GARCH processes (Q1763105) (← links)
• Estimation of SEM with GARCH errors (Q1927102) (← links)
• Asymptotic properties of \textit{QMLE} for seasonal threshold \textit{GARCH} model with periodic coefficients (Q2059106) (← links)
• On the empirical characteristic function process of the residuals in GARCH models and applications (Q2513933) (← links)
• Quasi-maximum likelihood estimation in GARCH processes when some coefficients are equal to zero (Q2642035) (← links)
• Targeting estimation of CCC-GARCH models with infinite fourth moments (Q2801995) (← links)
• Spline estimation of a semiparametric GARCH model (Q2826010) (← links)
• Continuous invertibility and stable QML estimation of the EGARCH(1,1) model (Q2868871) (← links)
• PARAMETER ESTIMATION IN NONLINEAR AR–GARCH MODELS (Q3108567) (← links)
• Risk forecasting in (T)GARCH models with uncorrelated dependent innovations (Q4555065) (← links)
• NONPARAMETRIC ESTIMATION OF CONDITIONAL VALUE-AT-RISK AND EXPECTED SHORTFALL BASED ON EXTREME VALUE THEORY (Q4599616) (← links)
• Pseudo maximum likelihood estimation of the univariate GARCH (2,2) and asymptotic normality under dependent innovations (Q4605236) (← links)
• QML INFERENCE FOR VOLATILITY MODELS WITH COVARIATES (Q4629565) (← links)
• Generalized autoregressive moving average models with GARCH errors (Q5030955) (← links)
• A general approach to conditional moment specification testing with projections (Q5034243) (← links)
• Asymptotics for semi-strong augmented GARCH(1,1) model (Q5046800) (← links)
• Quasi-maximum likelihood estimation of GARCH with student distributed noise (Q5082606) (← links)
• Pseudo maximum likelihood estimation and asymptotic results of the GARCH (1, 2) Model under dependent innovations (Q5088100) (← links)
• Empirical characteristic function tests for GARCH innovation distribution using multipliers (Q5106912) (← links)
• ESTIMATION FOR A NONSTATIONARY SEMI-STRONG GARCH(1,1) MODEL WITH HEAVY-TAILED ERRORS (Q5187620) (← links)
• DETECTING FOR SMOOTH STRUCTURAL CHANGES IN GARCH MODELS (Q5741626) (← links)
• GARCH Model Estimation Using Estimated Quadratic Variation (Q5863577) (← links)
• Exponential control of the trajectories of iterated function systems with application to semi-strong GARCH models (Q6148890) (← links)
• Standard Laplace quasi-maximum likelihood estimator for GARCH processes (Q6171872) (← links)
• Optimal estimating function for weak location‐scale dynamic models (Q6176937) (← links)
• Extremal Dependence-Based Specification Testing of Time Series (Q6190738) (← links)
• A residual bootstrap for conditional value-at-risk (Q6193032) (← links)
• Volatility Estimation When the Zero-Process is Nonstationary (Q6586884) (← links)
• Testing for an Omitted Multiplicative Long-Term Component in GARCH Models (Q6626297) (← links)