Pages that link to "Item:Q3632428"
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The following pages link to ASYMPTOTIC THEORY FOR A FACTOR GARCH MODEL (Q3632428):
Displaying 24 items.
- Asymptotics for parametric GARCH-in-mean models (Q308384) (← links)
- Model identification using the efficient determination criterion (Q739604) (← links)
- On asymptotic theory for multivariate GARCH models (Q842922) (← links)
- Regularly varying multivariate time series (Q1016605) (← links)
- Regular variation and related results for the multivariate GARCH\((p,q)\) model with constant conditional correlations (Q1021853) (← links)
- Simplified specifications of a multivariate generalized autoregressive conditional heteroscedasticity model (Q1037795) (← links)
- Asymptotic properties of QML estimation of multivariate periodic CCC-GARCH models (Q1631205) (← links)
- Estimation and inference in univariate and multivariate log-GARCH-X models when the conditional density is unknown (Q1659146) (← links)
- Generalized dynamic factor models and volatilities: estimation and forecasting (Q1676377) (← links)
- On the univariate representation of BEKK models with common factors (Q1695673) (← links)
- A multivariate functional limit theorem in weak \(M_1\) topology (Q2346974) (← links)
- Sequential conditional correlations: inference and evaluation (Q2630121) (← links)
- On moment conditions for quasi-maximum likelihood estimation of multivariate ARCH models (Q2845022) (← links)
- Regularization for stationary multivariate time series (Q2873031) (← links)
- Sequentiel testing for the stability of high-frequency portfolio betas (Q2909249) (← links)
- QML ESTIMATION OF A CLASS OF MULTIVARIATE ASYMMETRIC GARCH MODELS (Q3224041) (← links)
- Regularized estimation of high‐dimensional vector autoregressions with weakly dependent innovations (Q5095824) (← links)
- Two‐Step Estimation for Time Varying Arch Models (Q5121011) (← links)
- Simultaneous sparse model selection and coefficient estimation for heavy-tailed autoregressive processes (Q5263975) (← links)
- Proximity-Structured Multivariate Volatility Models (Q5863553) (← links)
- Whittle estimation in multivariate <i>CCC</i>-<i>GARCH</i> processes (Q5864796) (← links)
- Dynamic conditional eigenvalue GARCH (Q6090564) (← links)
- High‐dimensional sparse multivariate stochastic volatility models (Q6135331) (← links)
- Dynamic partial correlation models (Q6554221) (← links)
