Pages that link to "Item:Q2516046"
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The following pages link to Robust \(M\)-estimate of GJR model with high frequency data (Q2516046):
Displaying 6 items.
- Robust estimates for GARCH models (Q935425) (← links)
- Daily nonparametric ARCH(1) model estimation using intraday high frequency data (Q2144835) (← links)
- M-estimation for periodic GARCH model with high-frequency data (Q2401782) (← links)
- Robust M-estimation of multivariate GARCH models (Q2445701) (← links)
- On the test of the volatility proxy model (Q5055216) (← links)
- M-estimates for the multiplicative error model (Q5107692) (← links)