Pages that link to "Item:Q4416012"
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The following pages link to Moments and dynamic structure of a time‐varying parameter stochastic volatility in mean model (Q4416012):
Displaying 9 items.
- A note on the properties of power-transformed returns in long-memory stochastic volatility models with leverage effect (Q961822) (← links)
- Finite-sample theory and bias correction of maximum likelihood estimators in the EGARCH model (Q1726177) (← links)
- Moments of the ARMA–EGARCH model (Q4439303) (← links)
- Bond yields and debt supply: new evidence through the lens of a preferred-habitat model (Q4555156) (← links)
- Analysis of the correlation structure of square time series (Q4677028) (← links)
- A stylized model of ‘Momentum’ processes: a research note (Q4933632) (← links)
- Data cloning estimation for asymmetric stochastic volatility models (Q5861027) (← links)
- Estimation and Properties of a Time-Varying EGARCH(1,1) in Mean Model (Q5864358) (← links)
- Simulated maximum likelihood in autoregressive models with stochastic volatility errors (Q6574701) (← links)
