Pages that link to "Item:Q1852883"
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The following pages link to An algorithm for nonparametric GARCH modelling. (Q1852883):
Displaying 22 items.
- Semi-parametric estimation and forecasting for exogenous log-GARCH models (Q285838) (← links)
- Statistical inference for nonparametric GARCH models (Q311986) (← links)
- Estimation of nonlinear autoregressive models using design-adapted wavelets (Q816372) (← links)
- Implied volatility in oil markets (Q961396) (← links)
- Boosting GARCH and neural networks for the prediction of heteroskedastic time series (Q984159) (← links)
- Minimum distance estimation of GARCH(1,1) models (Q1010531) (← links)
- Daily nonparametric ARCH(1) model estimation using intraday high frequency data (Q2144835) (← links)
- Non-parametric news impact curve: a variational approach (Q2156537) (← links)
- Managing distribution changes in time series prediction (Q2488884) (← links)
- Efficient estimation of multivariate semi-nonparametric GARCH filtered copula models (Q2658800) (← links)
- Stochastic Variance Models in Discrete Time with Feedforward Neural Networks (Q3497613) (← links)
- A light-tailed conditionally heteroscedastic model with applications to river flows (Q3608186) (← links)
- Tail Index Estimation for Heavy-Tailed Models: Accommodation of Bias in Weighted Log-Excesses (Q3631443) (← links)
- Finite nonparametric grach model for foreign exchange volatility (Q4541728) (← links)
- Forecasting interest rate volatility of the United Kingdom: evidence from over 150 years of data (Q5037041) (← links)
- Efficient nonparametric estimation and inference for the volatility function (Q5384667) (← links)
- Local Likelihood for non‐parametric ARCH(1) models (Q5467603) (← links)
- EMU equity markets' return variance and spillover effects from the short-term interest rate (Q5746775) (← links)
- Semiparametric Autoregressive Conditional Duration Model: Theory and Practice (Q5863565) (← links)
- Root-\(T\) consistent density estimation in GARCH models (Q5964750) (← links)
- Nonparametric volatility prediction (Q6601087) (← links)
- Semiparametric GARCH via Bayesian Model Averaging (Q6617768) (← links)
