Pages that link to "Item:Q1680184"
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The following pages link to The ZD-GARCH model: a new way to study heteroscedasticity (Q1680184):
Displaying 12 items.
- Testing the existence of moments for GARCH processes (Q2116322) (← links)
- Hybrid quantile estimation for asymmetric power GARCH models (Q2116338) (← links)
- Asymptotics for semi-strong augmented GARCH(1,1) model (Q5046800) (← links)
- On the test of the volatility proxy model (Q5055216) (← links)
- Time series models for realized covariance matrices based on the matrix-F distribution (Q5066772) (← links)
- A new GJR‐GARCH model for ℤ‐valued time series (Q5095294) (← links)
- Inference for asymmetric exponentially weighted moving average models (Q5111784) (← links)
- A new generalized exponentially weighted moving average quantile model and its statistical inference (Q6090552) (← links)
- A simulation study on the Markov regime-switching zero-drift GARCH model (Q6148769) (← links)
- New mixed portmanteau tests for time series models (Q6494418) (← links)
- Multifrequency-Band Tests for White Noise Under Heteroscedasticity (Q6620903) (← links)
- A trinomial difference autoregressive process for the bounded \(\mathbb{Z}\)-valued time series (Q6655926) (← links)
