Pages that link to "Item:Q2826010"
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The following pages link to Spline estimation of a semiparametric GARCH model (Q2826010):
Displaying 9 items.
- Efficient estimation of multivariate semi-nonparametric GARCH filtered copula models (Q2658800) (← links)
- Splines for financial volatility (Q2920261) (← links)
- Two‐Step Estimation for Time Varying Arch Models (Q5121011) (← links)
- Estimating Semiparametric ARCH(oo) Models by Kernel Smoothing Methods1 (Q5393899) (← links)
- ADAPTIVE AND MONOTONE SPLINE ESTIMATION OF THE CROSS-SECTIONAL TERM STRUCTURE (Q5696848) (← links)
- Estimation and inference in factor copula models with exogenous covariates (Q6108312) (← links)
- Bayesian modelling of time-varying conditional heteroscedasticity (Q6117927) (← links)
- Multi-step-ahead prediction interval for locally stationary time series with application to air pollutant concentration data (Q6543817) (← links)
- Nonparametric volatility prediction (Q6601087) (← links)