- Location
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Deutsche Nationalbibliothek Frankfurt am Main
- Extent
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Online-Ressource
- Language
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Englisch
- Bibliographic citation
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Indirect Estimation of α-Stable Garch Models ; 2012‐31
Working paper series ; 2012‐31
- Classification
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Wirtschaft
- Creator
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Calzolari, Giorgio
Halbleib, Roxana
Parrini, Alessandro
- URN
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urn:nbn:de:bsz:352-0-274625
- Rights
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Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Last update
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14.08.2025, 11:02 AM CEST
Data provider
This object is provided by:
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Deutsche Nationalbibliothek. If you have any questions about the object, please contact the data provider.
Associated
- Calzolari, Giorgio
- Halbleib, Roxana
- Parrini, Alessandro
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Parameter estimation in nonlinear AR-GARCH models
Tempered stable and tempered infinitely divisible GARCH models
Minimum distance estimation of GARCH(1,1)-models
Adaptative LASSO estimation for ARDL models with GARCH innovations
Efficient Bayesian Estimation and Combination of GARCH-Type Models
Nonparametric least squares estimation in integer-valued GARCH models
Shrinkage Estimation of Linear Regression Models with GARCH Errors
Estimating Stable Factor Models By Indirect Inference
Multivariate GARCH models
Evaluating GARCH Models
Estimating GARCH-type models with symmetric stable innovations : indirect inference versus maximum likelihood
Stable-GARCH models for financial returns: Fast estimation and tests for stability
Parameter estimation in nonlinear AR-GARCH models
Tempered stable and tempered infinitely divisible GARCH models
Minimum distance estimation of GARCH(1,1)-models
Adaptative LASSO estimation for ARDL models with GARCH innovations
Efficient Bayesian Estimation and Combination of GARCH-Type Models
Nonparametric least squares estimation in integer-valued GARCH models
Shrinkage Estimation of Linear Regression Models with GARCH Errors
Estimating Stable Factor Models By Indirect Inference
Multivariate GARCH models
Evaluating GARCH Models
Estimating GARCH-type models with symmetric stable innovations : indirect inference versus maximum likelihood
Stable-GARCH models for financial returns: Fast estimation and tests for stability
Parameter estimation in nonlinear AR-GARCH models
Tempered stable and tempered infinitely divisible GARCH models
Minimum distance estimation of GARCH(1,1)-models
Adaptative LASSO estimation for ARDL models with GARCH innovations
Efficient Bayesian Estimation and Combination of GARCH-Type Models
Nonparametric least squares estimation in integer-valued GARCH models
Shrinkage Estimation of Linear Regression Models with GARCH Errors
Estimating Stable Factor Models By Indirect Inference
Multivariate GARCH models