Pages that link to "Item:Q738173"
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The following pages link to Semiparametric inference in a GARCH-in-mean model (Q738173):
Displaying 28 items.
- Semiparametric efficient adaptive estimation of asymmetric GARCH models (Q274928) (← links)
- Asymptotics for parametric GARCH-in-mean models (Q308384) (← links)
- Statistical inference for nonparametric GARCH models (Q311986) (← links)
- A nonparametric approach to measuring the sensitivity of an asset's return to the market (Q315467) (← links)
- A linear varying coefficient ARCH-M model with a latent variable (Q341354) (← links)
- Feasible optimum Godambe scores for a semi-parametric GARCH time series (Q508110) (← links)
- A new approach to risk-return trade-off dynamics via decomposition (Q1656505) (← links)
- Semiparametric score driven volatility models (Q1659100) (← links)
- The profile likelihood estimation for single-index ARCH(\(p\))-M model (Q1717839) (← links)
- Empirical likelihood inference for functional coefficient ARCH-M model (Q1734927) (← links)
- Semiparametric efficient adaptive estimation of the GJR-GARCH model (Q1756033) (← links)
- The time-varying GARCH-in-mean model (Q1782322) (← links)
- Estimation of SEM with GARCH errors (Q1927102) (← links)
- Nonparametric estimation of infinite order regression and its application to the risk-return tradeoff (Q2224887) (← links)
- The uncertainties about the relationships risk-return-volatility in the Spanish stock market (Q2430228) (← links)
- A functional coefficient GARCH-M model (Q2816837) (← links)
- Spline estimation of a semiparametric GARCH model (Q2826010) (← links)
- An Alternative GARCH-in-Mean Model: Structure and Estimation (Q2839046) (← links)
- A SIMPLE ITERATIVE Z-ESTIMATOR FOR SEMIPARAMETRIC MODELS (Q4629567) (← links)
- Statistic inference for a single-index ARCH-M model (Q4638687) (← links)
- Weighted empirical likelihood inferences for a class of varying coefficient ARCH-M models (Q5012332) (← links)
- Market price of risk estimation: Does distribution matter? (Q5039786) (← links)
- Empirical likelihood based estimation for a class of functional coefficient ARCH-M models (Q5077366) (← links)
- Estimating Semiparametric ARCH(oo) Models by Kernel Smoothing Methods1 (Q5393899) (← links)
- On an asymmetric functional-coefficient ARCH-M model (Q6131404) (← links)
- Estimation of the empirical risk‐return relation: A generalized‐risk‐in‐mean model (Q6134640) (← links)
- Implicit profiling estimation for semiparametric models with bundled parameters (Q6581323) (← links)
- Exponential-Type GARCH Models With Linear-in-Variance Risk Premium (Q6617781) (← links)
