Pages that link to "Item:Q816593"
From MaRDI portal
The following pages link to Joint modeling of cointegration and conditional heteroscedasticity with applications (Q816593):
Displaying 7 items.
- Fundamentals and technical trading: Behavior of exchange rates in the CEECs (Q1034802) (← links)
- Heteroskedastic cointegration (Q1203087) (← links)
- Basket trading under co-integration with the logistic mixture autoregressive model (Q2866372) (← links)
- Generalized least squares estimation for cointegration parameters under conditional heteroskedasticity (Q4979108) (← links)
- Estimation of cointegrated models with exogenous variables (Q5220839) (← links)
- Robust estimation of GARMA model parameters with an application to cointegration among interest rates of industrialized countries (Q5953179) (← links)
- Adaptive Testing for Cointegration With Nonstationary Volatility (Q6620899) (← links)