Pages that link to "Item:Q3069899"

The following pages link to Conditional Quantile Estimation for Generalized Autoregressive Conditional Heteroscedasticity Models (Q3069899):

Displaying 50 items.

• D-vine copula based quantile regression (Q112600) (← links)
• Composite quantile regression estimation for P-GARCH processes (Q295137) (← links)
• Risk-parameter estimation in volatility models (Q473360) (← links)
• Estimation of extreme value-at-risk: an EVT approach for quantile GARCH model (Q485704) (← links)
• On the measurement and treatment of extremes in time series (Q508717) (← links)
• Multiple quantile regression analysis of longitudinal data: heteroscedasticity and efficient estimation (Q512032) (← links)
• Statistical inference for conditional quantiles in nonlinear time series models (Q888341) (← links)
• Estimation and test for quantile nonlinear cointegrating regression (Q1672711) (← links)
• Linear double autoregression (Q1792485) (← links)
• Hybrid quantile estimation for asymmetric power GARCH models (Q2116338) (← links)
• Self-weighted quantile estimation of autoregressive conditional duration model (Q2126020) (← links)
• Test for conditional quantile change in GARCH models (Q2151594) (← links)
• GMM quantile regression (Q2172015) (← links)
• Semi-parametric quantile estimation for double threshold autoregressive models with heteroskedasticity (Q2255921) (← links)
• Predictive quantile regressions under persistence and conditional heteroskedasticity (Q2330756) (← links)
• Quantile regression estimation for discretely observed SDE models with compound Poisson jumps (Q2440438) (← links)
• Data-driven and distribution-free estimation of tailed-related risks for GARCH models using composite asymmetric least squares regression (Q2667134) (← links)
• Nonparametric C- and D-vine-based quantile regression (Q2667760) (← links)
• Risk factor extraction with quantile regression method (Q2675739) (← links)
• Measurement of risk based on QR-GARCH-EVT model (Q2690785) (← links)
• Quantile regression for location-scale time series models with conditional heteroscedasticity (Q2821474) (← links)
• MCMC methods for quantile regression of GARCH models (Q2824380) (← links)
• EFFICIENT REGRESSIONS VIA OPTIMALLY COMBINING QUANTILE INFORMATION (Q2936836) (← links)
• HYPOTHESIS TESTING FOR ARCH MODELS: A MULTIPLE QUANTILE REGRESSIONS APPROACH (Q2937711) (← links)
• Empirical likelihood intervals for conditional Value-at-Risk in ARCH/GARCH models (Q3077676) (← links)
• (Q3099635) (← links)
• A quantile function approach to the distribution of financial returns following TGARCH models (Q3389299) (← links)
• Hybrid Quantile Regression Estimation for Time Series Models with Conditional Heteroscedasticity (Q4628022) (← links)
• Estimation of heteroscedasticity by local composite quantile regression and matrix decomposition (Q4643623) (← links)
• Quantile Regression Estimator for GARCH Models (Q4911963) (← links)
• RIGHT-TAIL INFORMATION IN FINANCIAL MARKETS (Q4979935) (← links)
• Estimation of value-at-risk using single index quantile regression (Q5034184) (← links)
• Generalized quasi maximum likelihood estimation for generalized autoregressive score models: simulations and real applications (Q5082783) (← links)
• Conditional quantile analysis for realized GARCH models (Q5095829) (← links)
• QUANTILE DOUBLE AUTOREGRESSION (Q5104481) (← links)
• Averaged Autoregression Quantiles in Autoregressive Model (Q5141226) (← links)
• Quantile Estimation of Regression Models with GARCH-X Errors (Q5155187) (← links)
• GARCH Model Estimation Using Estimated Quadratic Variation (Q5863577) (← links)
• Monitoring parameter change for time series models with application to location-Scale heteroscedastic models (Q5879914) (← links)
• Out-of-sample tests for conditional quantile coverage an application to Growth-at-Risk (Q6054399) (← links)
• Markov switching quantile autoregression (Q6064121) (← links)
• Variable selection via composite quantile regression with dependent errors (Q6066191) (← links)
• A new generalized exponentially weighted moving average quantile model and its statistical inference (Q6090552) (← links)
• Conditional quantile change test for time series based on support vector regression (Q6141736) (← links)
• Test for conditional quantile change in general conditional heteroscedastic time series models (Q6197124) (← links)
• Estimación bayesiana de un Modelo Garch-M Bivariado (Q6203167) (← links)
• The asymptotic behaviors for autoregression quantile estimates (Q6579725) (← links)
• A Bayesian Quantile Time Series Model for Asset Returns (Q6620829) (← links)
• Efficient Estimation for Models With Nonlinear Heteroscedasticity (Q6620970) (← links)
• HAC Covariance Matrix Estimation in Quantile Regression (Q6631727) (← links)