Pages that link to "Item:Q5121011"
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The following pages link to Two‐Step Estimation for Time Varying Arch Models (Q5121011):
Displaying 6 items.
- A linear varying coefficient ARCH-M model with a latent variable (Q341354) (← links)
- Kolmogorov-Smirnov simultaneous confidence bands for time series distribution function (Q2155001) (← links)
- Normalized least-squares estimation in time-varying ARCH models (Q2426622) (← links)
- Finite-sample corrected inference for two-step GMM in time series (Q2697990) (← links)
- Resampling procedure in estimation of optimal portfolios for time-varying ARCH processes (Q2839850) (← links)
- Testing and Modelling for the Structural Change in Covariance Matrix Time Series With Multiplicative Form (Q6086165) (← links)