Pages that link to "Item:Q5358337"

The following pages link to Characteristic function-based inference for GARCH models with heavy-tailed innovations (Q5358337):

Displaying 8 items.

• Fourier-type estimation of the power GARCH model with stable-Paretian innovations (Q288103) (← links)
• Fourier inference for stochastic volatility models with heavy-tailed innovations (Q1785815) (← links)
• Finite-sample bootstrap inference in GARCH models with heavy-tailed innovations (Q1927104) (← links)
• On the empirical characteristic function process of the residuals in GARCH models and applications (Q2513933) (← links)
• Distributional properties and parameters estimation of GSB process: an approach based on characteristic functions (Q2818780) (← links)
• EMPIRICAL PERFORMANCE OF GARCH MODELS WITH HEAVY‐TAILED INNOVATIONS (Q5213466) (← links)
• CHARACTERIZATIONS OF MULTINORMALITY AND CORRESPONDING TESTS OF FIT, INCLUDING FOR GARCH MODELS (Q5384843) (← links)
• Goodness‐of‐fit tests for the multivariate Student‐<i>t</i> distribution based on i.i.d. data, and for GARCH observations (Q6194056) (← links)