Pages that link to "Item:Q5165905"
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The following pages link to Asymptotic theory of univariate GARCH estimation: stationary and nonstationary case (Q5165905):
Displaying 22 items.
- Inference in nonstationary asymmetric GARCH models (Q385779) (← links)
- On dynamics of volatilities in nonstationary GARCH models (Q467000) (← links)
- Restricted normal mixture QMLE for non-stationary TGARCH(1,1) models (Q477106) (← links)
- An ARCH model without intercept (Q500477) (← links)
- Asymptotic properties of LS and QML estimators for a class of nonlinear GARCH processes (Q710816) (← links)
- ARCH/GARCH with persistent covariate: asymptotic theory of MLE (Q738138) (← links)
- Minimum distance estimation of GARCH(1,1) models (Q1010531) (← links)
- Estimation and inference in univariate and multivariate log-GARCH-X models when the conditional density is unknown (Q1659146) (← links)
- Nonstationary GARCH with \(t\)-distributed innovations (Q1667982) (← links)
- The ZD-GARCH model: a new way to study heteroscedasticity (Q1680184) (← links)
- Feasible generalized least squares estimation of multivariate GARCH(1,1) models (Q2015062) (← links)
- M-estimate for the stationary hyperbolic GARCH models (Q2070660) (← links)
- Volatility regressions with fat tails (Q2227065) (← links)
- GARCH models without positivity constraints: exponential or log GARCH? (Q2448408) (← links)
- Whittle estimation of EGARCH and other exponential volatility models (Q2628845) (← links)
- Approximating volatilities by asymmetric power GARCH functions (Q2810372) (← links)
- Least absolute deviations estimation for ARCH and GARCH models (Q2813909) (← links)
- Strict stationarity testing and estimation of explosive and stationary generalized autoregressive conditional heteroscedasticity models (Q2859073) (← links)
- Structure and estimation of a class of nonstationary yet nonexplosive GARCH models (Q3103190) (← links)
- Large-scale volatility models: theoretical properties of professionals’ practice (Q3552839) (← links)
- Practical Issues in the Analysis of Univariate GARCH Models (Q3646951) (← links)
- Asymptotic Filtering Theory for Univariate Arch Models (Q4284147) (← links)
