Pages that link to "Item:Q5863577"
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The following pages link to GARCH Model Estimation Using Estimated Quadratic Variation (Q5863577):
Displaying 8 items.
- RCA model with quadratic GARCH innovation distribution (Q452958) (← links)
- GARCH estimation and discrete stock prices: an application to low-priced Australian stocks (Q1927389) (← links)
- Volatility regressions with fat tails (Q2227065) (← links)
- Parameter estimation in the ARCH model with weighted liquidity (Q2806715) (← links)
- Varying Coefficient GARCH Models (Q3646953) (← links)
- Quaternion VAR Modelling and Estimation (Q4582037) (← links)
- Robust and efficient estimation of GARCH models based on Hellinger distance (Q5044704) (← links)
- The Special Issue in Honor of Aman Ullah: An Overview (Q5863557) (← links)