Pages that link to "Item:Q5452763"
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The following pages link to Spurious Inference in the GARCH (1,1) Model When It Is Weakly Identified (Q5452763):
Displaying 6 items.
- Calibration of GARCH models using concurrent accelerated random search (Q905332) (← links)
- Efficient estimation of copula-GARCH models (Q961423) (← links)
- Finite-sample bootstrap inference in GARCH models with heavy-tailed innovations (Q1927104) (← links)
- Flexible Fourier form for volatility breaks (Q2691729) (← links)
- Examining the success of the central banks in inflation targeting countries: the dynamics of the inflation gap and institutional characteristics (Q2691738) (← links)
- Modelling nonlinearities in equity returns: the mean impact curve analysis (Q5404070) (← links)