The following pages link to (Q3583112):
Displaying 50 items.
- Asymmetric GARCH processes featuring both threshold effect and bilinear structure (Q419142) (← links)
- Quasilikelihood and quasi-maximum likelihood for GARCH-type processes: estimating function approach (Q488612) (← links)
- Positive semidefinite integrated covariance estimation, factorizations and asynchronicity (Q503579) (← links)
- A consistent jackknife empirical likelihood test for distribution functions (Q520555) (← links)
- The Laplace likelihood ratio test for heteroscedasticity (Q554788) (← links)
- Nonlinear autoregressive model with stochastic volatility innovations: semiparametric and Bayesian approach (Q724486) (← links)
- Multiple-index approach to multiple autoregressive time series model (Q746264) (← links)
- A spectral measure for the information loss of temporal aggregation (Q777828) (← links)
- Asymptotic inference in multiple-threshold double autoregressive models (Q888334) (← links)
- Bayesian analysis of the functional-coefficient autoregressive heteroscedastic model (Q899028) (← links)
- Bayesian factor analysis with uncertain functional constraints about factor loadings (Q901283) (← links)
- M-estimates of autoregression with random coefficients (Q1616223) (← links)
- A Bayesian non-parametric approach to asymmetric dynamic conditional correlation model with application to portfolio selection (Q1659170) (← links)
- Multivariate specification tests based on a dynamic Rosenblatt transform (Q1662851) (← links)
- Fast implementation of the Tukey depth (Q1695422) (← links)
- Simultaneous quantile inference for non-stationary long-memory time series (Q1708990) (← links)
- An algorithmic look at financial volatility (Q1712041) (← links)
- Option pricing with ARIMA-GARCH models of underlying asset returns (Q1725588) (← links)
- Time-varying cointegration model using wavelets (Q1726797) (← links)
- Disentangling and assessing uncertainties in multiperiod corporate default risk predictions (Q1728674) (← links)
- Multivariate extreme value copulas with factor and tree dependence structures (Q1744180) (← links)
- A novel signal extraction approach for filtering and forecasting noisy exponential series (Q1747420) (← links)
- Asymptotics of Cholesky GARCH models and time-varying conditional betas (Q1753058) (← links)
- Volatility forecasting via SVR-GARCH with mixture of Gaussian kernels (Q1789603) (← links)
- Information theory, model error, and predictive skill of stochastic models for complex nonlinear systems (Q1926280) (← links)
- Price discovery in Chinese stock index futures market: new evidence based on intraday data (Q1945436) (← links)
- A trend-switching financial time series model with level-duration dependence (Q1954678) (← links)
- Policy uncertainty, interest rate environment and the dynamic correlation between sovereign and bank default risk (Q1984486) (← links)
- Estimating and forecasting dynamic correlation matrices: a nonlinear common factor approach (Q2022540) (← links)
- Predicting wheat futures prices in India (Q2036887) (← links)
- On the classification of financial data with domain agnostic features (Q2060754) (← links)
- Joint client selection and contract design for a risk-averse commodity broker in a two-echelon supply chain (Q2070715) (← links)
- Dimension independent excess risk by stochastic gradient descent (Q2084455) (← links)
- Systemic approach to risk estimation using DSS (Q2086393) (← links)
- A score statistic for testing the presence of a stochastic trend in conditional variances (Q2127331) (← links)
- Detecting and modeling changes in a time series of proportions (Q2135370) (← links)
- Selecting optimal lag order in Ljung-Box test (Q2137647) (← links)
- Bayesian portfolio selection using VaR and CVaR (Q2141202) (← links)
- Comparison of transfer entropy methods for financial time series (Q2147683) (← links)
- Multidimensional scaling analysis of financial time series based on modified cross-sample entropy methods (Q2150398) (← links)
- Modeling returns volatility: realized GARCH incorporating realized risk measure (Q2150399) (← links)
- Robust multivariate and functional archetypal analysis with application to financial time series analysis (Q2154385) (← links)
- A new filtering inference procedure for a GED state-space volatility model (Q2156805) (← links)
- Sum of squared ACF and the Ljung-box statistics (Q2156837) (← links)
- Wavelet testing for a replicate-effect within an ordered multiple-trial experiment (Q2157507) (← links)
- Goodness-of-fit tests in conditional duration models (Q2175644) (← links)
- Model selection based on value-at-risk backtesting approach for GARCH-type models (Q2190298) (← links)
- Multidimensional scaling analysis of financial stocks based on Kronecker-delta dissimilarity (Q2207938) (← links)
- Forecasting value-at-risk with a duration-based POT method (Q2227456) (← links)
- Downside risks in EU carbon and fossil fuel markets (Q2228623) (← links)
