Pages that link to "Item:Q274897"
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The following pages link to A semiparametric GARCH model for foreign exchange volatility (Q274897):
Displaying 21 items.
- Semi-parametric estimation and forecasting for exogenous log-GARCH models (Q285838) (← links)
- A linear varying coefficient ARCH-M model with a latent variable (Q341354) (← links)
- Semi- and nonparametric ARCH processes (Q609736) (← links)
- Estimating high-frequency foreign exchange rate volatility with nonparametric ARCH models (Q1299545) (← links)
- SEMIFAR forecasts, with applications to foreign exchange rates. (Q1304356) (← links)
- Semiparametric score driven volatility models (Q1659100) (← links)
- The profile likelihood estimation for single-index ARCH(\(p\))-M model (Q1717839) (← links)
- Comparative forecasting performance of symmetric and asymmetric conditional volatility models of an exchange rate (Q1927469) (← links)
- Daily nonparametric ARCH(1) model estimation using intraday high frequency data (Q2144835) (← links)
- Efficient estimation of multivariate semi-nonparametric GARCH filtered copula models (Q2658800) (← links)
- A functional coefficient GARCH-M model (Q2816837) (← links)
- Spline estimation of a semiparametric GARCH model (Q2826010) (← links)
- (Q3374310) (← links)
- Finite nonparametric grach model for foreign exchange volatility (Q4541728) (← links)
- ARCH Models and an Application on Exchange Rate Volatility: ARCH and GARCH Models (Q5049438) (← links)
- Two‐Step Estimation for Time Varying Arch Models (Q5121011) (← links)
- (Q5256016) (← links)
- Estimation and inference in factor copula models with exogenous covariates (Q6108312) (← links)
- Nonparametric volatility prediction (Q6601087) (← links)
- Semiparametric Estimation of Risk–Return Relationships (Q6616596) (← links)
- Semiparametric GARCH via Bayesian Model Averaging (Q6617768) (← links)
