Pages that link to "Item:Q2886942"
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The following pages link to Semiparametric multivariate volatility models (Q2886942):
Displaying 24 items.
- Tests for conditional ellipticity in multivariate GARCH models (Q503569) (← links)
- Semi- and nonparametric ARCH processes (Q609736) (← links)
- A semiparametric stochastic volatility model (Q738174) (← links)
- On asymptotic theory for multivariate GARCH models (Q842922) (← links)
- Semiparametric estimation in the multivariate Liouville model. (Q1264500) (← links)
- Estimation risk for the VaR of portfolios driven by semi-parametric multivariate models (Q1644252) (← links)
- Semiparametric score driven volatility models (Q1659100) (← links)
- Identification of structural multivariate GARCH models (Q2116335) (← links)
- Consistent non-Gaussian pseudo maximum likelihood estimators (Q2280575) (← links)
- Bayesian semiparametric multivariate GARCH modeling (Q2442573) (← links)
- Sequential estimation of shape parameters in multivariate dynamic models (Q2453083) (← links)
- Estimating a semiparametric asymmetric stochastic volatility model with a Dirichlet process mixture (Q2512619) (← links)
- Efficient estimation of multivariate semi-nonparametric GARCH filtered copula models (Q2658800) (← links)
- New testing approaches for mean-variance predictability (Q2658802) (← links)
- Adaptive Estimation in Multiple Time Series With Independent Component Errors (Q2968462) (← links)
- On the efficiency of a semi‐parametric GARCH model (Q3018505) (← links)
- Semiparametric estimation of volatility: some models and complexity choice in the adaptive functional-coefficient class (Q3019823) (← links)
- (Q3307800) (← links)
- Semiparametric efficiency bounds in dynamic non‐linear systems under elliptical symmetry (Q3594912) (← links)
- ASYMPTOTIC THEORY FOR A FACTOR GARCH MODEL (Q3632428) (← links)
- Consistent Pseudo-Maximum Likelihood Estimators and Groups of Transformations (Q5225252) (← links)
- Estimating Multivariate Volatility Models Equation by Equation (Q5378149) (← links)
- Center-Outward R-Estimation for Semiparametric VARMA Models (Q5885116) (← links)
- Unrestricted, restricted, and regularized models for forecasting multivariate volatility (Q6138238) (← links)
