Pages that link to "Item:Q5083300"
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The following pages link to R-estimators in GARCH models: asymptotics and applications (Q5083300):
Displaying 9 items.
- Asymptotics for parametric GARCH-in-mean models (Q308384) (← links)
- The asymptotic convexity of the negative likelihood function of GARCH models (Q959162) (← links)
- A new estimator method for GARCH models (Q978796) (← links)
- M-estimate for the stationary hyperbolic GARCH models (Q2070660) (← links)
- RANK-BASED ESTIMATION FOR GARCH PROCESSES (Q3168422) (← links)
- Recursive Estimation of GARCH Models (Q3424299) (← links)
- <i>M</i>-ESTIMATION IN GARCH MODELS (Q3551008) (← links)
- FIRST-ORDER ASYMPTOTIC THEORY FOR PARAMETRIC MISSPECIFICATION TESTS OF GARCH MODELS (Q3632429) (← links)
- (Q4542140) (← links)