Narrow search
Showing 1 - 10 of 72
Cover Image
Least-squares estimation of GARCH(1,1) models with heavy-tailed errors
Preminger, Arie; Storti, Giuseppe - In: The econometrics journal 20 (2017) 2, pp. 221-258
Persistent link: https://www.econbiz.de/10011757387
Cover Image
Least squares estimation for Garch (1,1) model with heavy tailed errors
Preminger, Arie; Storti, Giuseppe - 2017
Persistent link: https://www.econbiz.de/10011990826
Cover Image
Extended switiching regression models with time-varying probabilities for combining forecasts
Preminger, Arie; Ben-Zion, Uri; Wettstein, David - In: The European journal of finance 12 (2006) 6/7, pp. 455-472
Persistent link: https://www.econbiz.de/10003382811
Cover Image
Regime switching GARCH models
Bauwens, Luc (contributor); Preminger, Arie (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003396156
Cover Image
A model selection method for S-estimation
Preminger, Arie (contributor); Sakata, Shinichi (contributor) - 2005
Persistent link: https://www.econbiz.de/10003293598
Cover Image
Regime switching GARCH models
Bauwens, Luc (contributor); Preminger, Arie (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003297128
Cover Image
The extended switching regression model : allowing for multiple latent state variables
Preminger, Arie; Ben-Zion, Uri; Wettstein, David - In: Journal of forecasting 26 (2007) 7, pp. 457-473
Persistent link: https://www.econbiz.de/10003593886
Cover Image
Theory and inference for a Markov switching GARCH model
Bauwens, Luc (contributor); Preminger, Arie (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003557221
Cover Image
A model selection method for S-estimation
Preminger, Arie; Sakata, Shinichi - In: The econometrics journal 10 (2007) 2, pp. 294-319
Persistent link: https://www.econbiz.de/10003559954
Cover Image
Theory and inference for a Markov switching GARCH model
Bauwens, Luc (contributor); Preminger, Arie (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003538781