Pages that link to "Item:Q4828167"

The following pages link to Time Dependence and Moments of a Family of Time‐Varying Parameter Garch in Mean Models (Q4828167):

Displaying 9 items.

• Estimation and properties of a time-varying GQARCH(1,1)-M model (Q642451) (← links)
• Finite-sample theory and bias correction of maximum likelihood estimators in the EGARCH model (Q1726177) (← links)
• Empirical likelihood inference for functional coefficient ARCH-M model (Q1734927) (← links)
• The time-varying GARCH-in-mean model (Q1782322) (← links)
• A time varying \(\mathrm{GARCH}(p,q)\) model and related statistical inference (Q2637362) (← links)
• Influence of deterministic trend on the estimated parameters of GARCH(1,1) model (Q2918750) (← links)
• Statistic inference for a single-index ARCH-M model (Q4638687) (← links)
• Estimation, Testing, and Finite Sample Properties of Quasi-Maximum Likelihood Estimators in GARCH-M Models (Q5080157) (← links)
• Estimation and Properties of a Time-Varying EGARCH(1,1) in Mean Model (Q5864358) (← links)