Pages that link to "Item:Q3018505"
From MaRDI portal
The following pages link to On the efficiency of a semi‐parametric GARCH model (Q3018505):
Displaying 10 items.
- Feasible optimum Godambe scores for a semi-parametric GARCH time series (Q508110) (← links)
- Two-stage non Gaussian QML estimation of GARCH models and testing the efficiency of the Gaussian QMLE (Q738084) (← links)
- A white noise test under weak conditions (Q826992) (← links)
- Efficient estimation in semiparametric GARCH models (Q1372928) (← links)
- Efficiency comparisons of maximum-likelihood-based estimators in GARCH models (Q1808557) (← links)
- The efficiency of the estimators of the parameters in GARCH processes. (Q1879947) (← links)
- Estimation of SEM with GARCH errors (Q1927102) (← links)
- A data-dependent approach to modeling volatility in financial time series (Q2347550) (← links)
- Spline estimation of a semiparametric GARCH model (Q2826010) (← links)
- Detecting volatility persistence in GARCH models in the presence of the leverage effect (Q5247941) (← links)