Pages that link to "Item:Q4355144"
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The following pages link to A note on adaptation in garch models (Q4355144):
Displaying 8 items.
- Semiparametric efficient adaptive estimation of asymmetric GARCH models (Q274928) (← links)
- Efficient estimation in semiparametric GARCH models (Q1372928) (← links)
- Semiparametric efficient adaptive estimation of the GJR-GARCH model (Q1756033) (← links)
- Efficiency comparisons of maximum-likelihood-based estimators in GARCH models (Q1808557) (← links)
- Semiparametric multivariate volatility models (Q2886942) (← links)
- On the efficiency of a semi‐parametric GARCH model (Q3018505) (← links)
- On goodness-of-fit tests for weakly dependent processes using kernel method (Q3836406) (← links)
- Adaptive Estimators and Tests of Stationary and Nonstationary Short- and Long-Memory ARFIMA–GARCH Models (Q4468546) (← links)