Pages that link to "Item:Q5314883"
From MaRDI portal
The following pages link to THE LIVE METHOD FOR GENERALIZED ADDITIVE VOLATILITY MODELS (Q5314883):
Displaying 6 items.
- Semi- and nonparametric ARCH processes (Q609736) (← links)
- Local instrumental variable method for the generalized additive-interactive nonlinear volatility model estimation (Q2890707) (← links)
- Semiparametric estimation of volatility: some models and complexity choice in the adaptive functional-coefficient class (Q3019823) (← links)
- (Q3402991) (← links)
- AN IMPROVED GENERALIZED SPECTRAL TEST FOR CONDITIONAL MEAN MODELS IN TIME SERIES WITH CONDITIONAL HETEROSKEDASTICITY OF UNKNOWN FORM (Q4562558) (← links)
- Nonparametric volatility prediction (Q6601087) (← links)