Pages that link to "Item:Q5093957"
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The following pages link to Least‐squares estimation of GARCH(1,1) models with heavy‐tailed errors (Q5093957):
Displaying 8 items.
- Estimation of SEM with GARCH errors (Q1927102) (← links)
- Feasible generalized least squares estimation of multivariate GARCH(1,1) models (Q2015062) (← links)
- Closed-form estimators for finite-order ARCH models as simple and competitive alternatives to QMLE (Q2691780) (← links)
- Influence of deterministic trend on the estimated parameters of GARCH(1,1) model (Q2918750) (← links)
- Self-weighted recursive estimation of GARCH models (Q4563409) (← links)
- Estimation and tests for TGTACH$\bm{(1, 1)}$ models with heavy-tailed errors: A uniform framework (Q5063704) (← links)
- ESTIMATION FOR A NONSTATIONARY SEMI-STRONG GARCH(1,1) MODEL WITH HEAVY-TAILED ERRORS (Q5187620) (← links)
- LEAST ABSOLUTE DEVIATION ESTIMATION FOR UNIT ROOT PROCESSES WITH GARCH ERRORS (Q5411515) (← links)
