Pages that link to "Item:Q5083880"
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The following pages link to Forecasting with GARCH models under structural breaks: An approach based on combinations across estimation windows (Q5083880):
Displaying 3 items.
- A bootstrap bias correction of long run fourth order moment estimation in the CUSUM of squares test (Q5107751) (← links)
- Si-GARCH: Construction and validation of a new method for the detection of breaking points in models (Q5358382) (← links)
- Forecast Combination Across Estimation Windows (Q5392709) (← links)