Pages that link to "Item:Q978796"
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The following pages link to A new estimator method for GARCH models (Q978796):
Displaying 12 items.
- M-estimate for the stationary hyperbolic GARCH models (Q2070660) (← links)
- Estimating weak GARCH representations (Q2716484) (← links)
- RANK-BASED ESTIMATION FOR GARCH PROCESSES (Q3168422) (← links)
- Recursive Estimation of GARCH Models (Q3424299) (← links)
- <i>M</i>-ESTIMATION IN GARCH MODELS (Q3551008) (← links)
- A NEW METHOD TO ESTIMATE STOCHASTIC VOLATILITY MODELS: A LOG-GARCH APPROACH (Q4210852) (← links)
- Self-weighted recursive estimation of GARCH models (Q4563409) (← links)
- Estimating GARCH models using support vector machines* (Q4647256) (← links)
- A new approach to Value-at-Risk: GARCH-TSLx model with inference (Q5083929) (← links)
- A new GJR‐GARCH model for ℤ‐valued time series (Q5095294) (← links)
- Si-GARCH: Construction and validation of a new method for the detection of breaking points in models (Q5358382) (← links)
- GARCH Model Estimation Using Estimated Quadratic Variation (Q5863577) (← links)