Pages that link to "Item:Q5443826"
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The following pages link to Pseudo‐likelihood estimation in ARCH models (Q5443826):
Displaying 12 items.
- Generalized R-estimators under conditional heteroscedasticity (Q289160) (← links)
- Moment matrices in conditional heteroskedastic models under elliptical distributions with applications in AR-ARCH models (Q641782) (← links)
- Two-stage non Gaussian QML estimation of GARCH models and testing the efficiency of the Gaussian QMLE (Q738084) (← links)
- On pseudo maximum likelihood estimation for multivariate time series models with conditional heteroskedasticity (Q1025338) (← links)
- The profile likelihood estimation for single-index ARCH(\(p\))-M model (Q1717839) (← links)
- Likelihood stabilization for ill-conditioned vector GARCH models (Q2430220) (← links)
- Empirical likelihood estimation for ARCH-M models (Q2860503) (← links)
- On the efficiency of a semi‐parametric GARCH model (Q3018505) (← links)
- Bootstrapping a weighted linear estimator �of the ARCH parameters (Q3077651) (← links)
- (Q3640775) (← links)
- The ARCH(2) model: Pseudo-maximum estimation and asymptotic results under dependent innovations (Q4563528) (← links)
- Inference in Arch and Garch Models with Heavy-Tailed Errors (Q5472959) (← links)
