The following pages link to Varying Coefficient GARCH Models (Q3646953):
Displaying 20 items.
- Semi-parametric estimation and forecasting for exogenous log-GARCH models (Q285838) (← links)
- GARCH with omitted persistent covariate (Q485597) (← links)
- Bayesian analysis of the functional-coefficient autoregressive heteroscedastic model (Q899028) (← links)
- Strong consistency and asymptotic normality of least squares estimators for PGARCH and PARMA-PGARCH models (Q990922) (← links)
- Bayesian estimation of smooth transition GARCH model using Gibbs sampling (Q1418604) (← links)
- Bayesian estimation of smoothly mixing time-varying parameter GARCH models (Q1623521) (← links)
- Unfolded GARCH models (Q1657508) (← links)
- The time-varying GARCH-in-mean model (Q1782322) (← links)
- Forecasting volatility (Q2575551) (← links)
- A time varying \(\mathrm{GARCH}(p,q)\) model and related statistical inference (Q2637362) (← links)
- Tree-structured generalized autoregressive conditional heteroscedastic models (Q2773205) (← links)
- Adaptive pointwise estimation in time-inhomogeneous conditional heteroscedasticity models (Q3161675) (← links)
- MODELING MULTIPLE REGIMES IN FINANCIAL VOLATILITY WITH A FLEXIBLE COEFFICIENT GARCH(1,1) MODEL (Q3551018) (← links)
- Non‐stationary non‐parametric volatility model (Q5093184) (← links)
- Functional‐coefficient regression models with GARCH errors (Q5094258) (← links)
- Two‐Step Estimation for Time Varying Arch Models (Q5121011) (← links)
- Nonparametric estimation of a time-varying GARCH model (Q5299865) (← links)
- GARCH Model Estimation Using Estimated Quadratic Variation (Q5863577) (← links)
- Dynamic conditional eigenvalue GARCH (Q6090564) (← links)
- Nonparametric volatility prediction (Q6601087) (← links)
