Pages that link to "Item:Q1659100"
From MaRDI portal
The following pages link to Semiparametric score driven volatility models (Q1659100):
Displaying 7 items.
- A semiparametric GARCH model for foreign exchange volatility (Q274897) (← links)
- A semiparametric stochastic volatility model (Q738174) (← links)
- Accelerating score-driven time series models (Q2330723) (← links)
- Semiparametric stochastic volatility modelling using penalized splines (Q2354745) (← links)
- The continuous-time limit of score-driven volatility models (Q2658765) (← links)
- Score-driven asset pricing: predicting time-varying risk premia based on cross-sectional model performance (Q6090598) (← links)
- Semiparametric GARCH via Bayesian Model Averaging (Q6617768) (← links)