Pages that link to "Item:Q947260"
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The following pages link to Distributional analysis of empirical volatility in GARCH processes (Q947260):
Displaying 6 items.
- An econometric analysis of asymmetric volatility: theory and application to patents (Q280248) (← links)
- A note on GARCH model identification (Q945144) (← links)
- On the empirical characteristic function process of the residuals in GARCH models and applications (Q2513933) (← links)
- Monitoring distributional changes of squared residuals in GARCH models (Q2980065) (← links)
- A STATISTICAL TEST OF VOLATILITY PERSISTENCE IN GARCH MODELS AND APPLICATION TO STOCK EXCHANGE (Q5229423) (← links)
- (Q5427579) (← links)