Semiparametric Estimation of Multivariate GARCH Models

SSRN Electronic Journal
doi 10.2139/ssrn.2701700
Full Text
Abstract

Available in full text

Date
Authors
Publisher

Elsevier BV

Related search

Efficient Estimation in Semiparametric GARCH Models

SSRN Electronic Journal
1997English

On the Forecasting Accuracy of Multivariate GARCH Models

Journal of Applied Econometrics
EconomicsEconometricsSocial Sciences
2011English

Efficient Estimation of Conditional Risk Measures in a Semiparametric GARCH Model

2012English

Data Cloning Estimation of GARCH and COGARCH Models

Journal of Statistical Computation and Simulation
StatisticsProbabilityApplied MathematicsUncertaintySimulationModeling
2014English

Dynamic Conditional Correlation - A Simple Class of Multivariate GARCH Models

SSRN Electronic Journal
2000English

Semiparametric Estimation of Random Coefficients in Structural Economic Models

2012English

Semiparametric Estimation

English

Semiparametric Estimation of Simultaneous-Equation Microeconometric Models With Index Restrictions

Japanese Economic Review
EconomicsEconometrics
1998English

Let's Get LADE: Robust Estimation of Semiparametric Multiplicative Volatility Models

2013English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2025 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy