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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
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Least squares estimation for Garch (1,1) model with heavy tailed errors
Preminger, Arie; Storti, Giuseppe - 2017
Persistent link: https://www.econbiz.de/10011990826
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Regime switching GARCH models
Bauwens, Luc (contributor); Preminger, Arie (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003396156
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Regime switching GARCH models
Bauwens, Luc (contributor); Preminger, Arie (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003297128
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Theory and inference for a Markov switching GARCH model
Bauwens, Luc (contributor); Preminger, Arie (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003557221
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Theory and inference for a Markov switching GARCH model
Bauwens, Luc (contributor); Preminger, Arie (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003538781
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Asymptotic theory for a factor GARCH model
Hafner, Christian M. (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003375885
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Regime switching GARCH models
Bauwens, Luc (contributor); Preminger, Arie (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003326701
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Asymptotic theory for a factor GARCH model
Hafner, Christian M.; Preminger, Arie - In: Econometric theory 25 (2009) 2, pp. 336-363
Persistent link: https://www.econbiz.de/10003818293
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Theory and inference for a Markov switching GARCH model
Bauwens, Luc; Preminger, Arie; Rombouts, Jeroen V. K. - In: The econometrics journal 13 (2010) 2, pp. 218-244
Persistent link: https://www.econbiz.de/10003978517