Pages that link to "Item:Q5111776"
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The following pages link to Bootstrap Inference for Garch Models by the Least Absolute Deviation Estimation (Q5111776):
Displaying 8 items.
- Bootstrap prediction for returns and volatilities in GARCH models (Q959315) (← links)
- Bootstrapping impulse responses of structural vector autoregressive models identified through GARCH (Q1734571) (← links)
- Finite-sample bootstrap inference in GARCH models with heavy-tailed innovations (Q1927104) (← links)
- Robust and efficient estimation of GARCH models based on Hellinger distance (Q5044704) (← links)
- (Q5142069) (← links)
- Quantile Estimation of Regression Models with GARCH-X Errors (Q5155187) (← links)
- LEAST ABSOLUTE DEVIATION ESTIMATION FOR UNIT ROOT PROCESSES WITH GARCH ERRORS (Q5411515) (← links)
- Bootstrapping the transformed goodness-of-fit test on heavy-tailed GARCH models (Q6115537) (← links)
