Pages that link to "Item:Q6090566"
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The following pages link to Beta observation-driven models with exogenous regressors: a joint analysis of realized correlation and leverage effects (Q6090566):
Displaying 3 items.
- The leverage effect puzzle revisited: identification in discrete time (Q2190223) (← links)
- Autoregressive conditional proportion: A multiplicative‐error model for (0,1)‐valued time series (Q6135354) (← links)
- Pseudo-variance quasi-maximum likelihood estimation of semi-parametric time series models (Q6664668) (← links)