Pages that link to "Item:Q285838"
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The following pages link to Semi-parametric estimation and forecasting for exogenous log-GARCH models (Q285838):
Displaying 4 items.
- Multistep quantile forecasts for supply chain and logistics operations: bootstrapping, the GARCH model and quantile regression based approaches (Q2303338) (← links)
- An equation-by-equation estimator of a multivariate log-GARCH-X model of financial returns (Q2374397) (← links)
- Default forecast with auxiliary information using a logarithmic transformation model (Q5064269) (← links)
- Forecasting with GARCH models under structural breaks: An approach based on combinations across estimation windows (Q5083880) (← links)