Pages that link to "Item:Q609736"
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The following pages link to Semi- and nonparametric ARCH processes (Q609736):
Displaying 7 items.
- A semiparametric GARCH model for foreign exchange volatility (Q274897) (← links)
- An algorithm for nonparametric GARCH modelling. (Q1852883) (← links)
- (Q2990082) (← links)
- A Class of Nonlinear Arch Models (Q3988473) (← links)
- Fourth-order moments of augmented arch processes (Q4226842) (← links)
- Estimating Semiparametric ARCH(oo) Models by Kernel Smoothing Methods1 (Q5393899) (← links)
- Nonparametric volatility prediction (Q6601087) (← links)