The following pages link to (Q4791405):
Displaying 27 items.
- On the shape of posterior densities and credible sets in instrumental variable regression models with reduced rank: an application of flexible sampling methods using neural networks (Q280238) (← links)
- Estimation and tests for power-transformed and threshold GARCH models (Q290965) (← links)
- Structural attribution of observed volatility clustering (Q291841) (← links)
- An introduction to volatility models with indices (Q868010) (← links)
- Bootstrapping autoregressions with conditional heteroskedasticity of unknown form (Q899521) (← links)
- Statistical estimation errors of VaR under ARCH returns (Q947259) (← links)
- Bootstrap prediction for returns and volatilities in GARCH models (Q959315) (← links)
- Iterated importance sampling in missing data problems (Q959418) (← links)
- ARCH modeling in finance. A review of the theory and empirical evidence (Q1185104) (← links)
- Volatility misspecification, option pricing and superreplication via coupling (Q1296625) (← links)
- Estimation of stochastic volatility models via Monte Carlo maximum likelihood (Q1305633) (← links)
- Finite sample properties of the ARCH class of models with stochastic volatility (Q1389738) (← links)
- Volatility of volatility of financial markets (Q1596909) (← links)
- Equilibrium-based volatility models of the market portfolio rate of return (peacock tails or stotting gazelles) (Q1615808) (← links)
- Smoothed conditional scale function estimation in AR(1)-ARCH(1) processes (Q1658202) (← links)
- The split-SV model (Q1659144) (← links)
- Statistics in finance (Q1779189) (← links)
- The fine-structure of volatility feedback. I: Multi-scale self-reflexivity (Q1782966) (← links)
- Spectral tests of the martingale hypothesis under conditional heteroscedasticity (Q1841190) (← links)
- A link between complete models with stochastic volatility and ARCH models (Q1887266) (← links)
- Anisotropy-based controller design for linear discrete-time systems with multiplicative noise (Q2320288) (← links)
- Statistical decomposition of volatility (Q2400051) (← links)
- A time varying \(\mathrm{GARCH}(p,q)\) model and related statistical inference (Q2637362) (← links)
- A comparison of several time-series models for assessing the value at risk of shares (Q2722300) (← links)
- Analysis of ARMA-ARCH models for securities investment fund markets (Q3017114) (← links)
- Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models (Q4219769) (← links)
- On improved volatility modelling by fitting skewness in ARCH models (Q5037037) (← links)
