Pages that link to "Item:Q2816837"
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The following pages link to A functional coefficient GARCH-M model (Q2816837):
Displaying 6 items.
- A linear varying coefficient ARCH-M model with a latent variable (Q341354) (← links)
- Statistic inference for a single-index ARCH-M model (Q4638687) (← links)
- Weighted empirical likelihood inferences for a class of varying coefficient ARCH-M models (Q5012332) (← links)
- Functional‐coefficient regression models with GARCH errors (Q5094258) (← links)
- GARCH density and functional forecasts (Q6108262) (← links)
- Appraisal of excess Kurtosis through outlier-modified GARCH-type models (Q6171876) (← links)