Pages that link to "Item:Q5063704"

The following pages link to Estimation and tests for TGTACH$\bm{(1, 1)}$ models with heavy-tailed errors: A uniform framework (Q5063704):

Displaying 3 items.

• Estimation and tests for power-transformed and threshold GARCH models (Q290965) (← links)
• GEL estimation for heavy-tailed GARCH models with robust empirical likelihood inference (Q894634) (← links)
• Inference in Arch and Garch Models with Heavy-Tailed Errors (Q5472959) (← links)