Pages that link to "Item:Q4561969"
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The following pages link to ESTIMATION OF THE MAXIMAL MOMENT EXPONENT OF A GARCH(1,1) SEQUENCE (Q4561969):
Displaying 7 items.
- Robust score and portmanteau tests of volatility spillover (Q473342) (← links)
- On the measurement and treatment of extremes in time series (Q508717) (← links)
- On robust tail index estimation (Q1927123) (← links)
- TEST FOR ZERO MEDIAN OF ERRORS IN AN ARMA–GARCH MODEL (Q5081790) (← links)
- CHANGE POINT TESTS FOR THE TAIL INDEX OF<i>β</i>-MIXING RANDOM VARIABLES (Q5357392) (← links)
- Inference for the tail index of a GARCH(1,1) model and an AR(1) model with ARCH(1) errors (Q5860900) (← links)
- Loss function-based change point detection in risk measures (Q6113344) (← links)