Pages that link to "Item:Q3377443"
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The following pages link to BIVARIATE ARCH MODELS: FINITE-SAMPLE PROPERTIES OF QML ESTIMATORS AND AN APPLICATION TO AN LM-TYPE TEST (Q3377443):
Displaying 4 items.
- Closed-form estimators for finite-order ARCH models as simple and competitive alternatives to QMLE (Q2691780) (← links)
- Size Distortion in the Analysis of Volatility and Covolatility Effects (Q2950560) (← links)
- Estimation, Testing, and Finite Sample Properties of Quasi-Maximum Likelihood Estimators in GARCH-M Models (Q5080157) (← links)
- On Sample Skewness and Kurtosis (Q5080552) (← links)