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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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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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A note on the Tobit model in the presence of a duration variable
Hafner, Christian M.; Preminger, Arie - 2014
Persistent link: https://www.econbiz.de/10010385188
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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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Deciding between GARCH and stochastic volatility via strong decision rules
Preminger, Arie (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003329726
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A model selection method for S-estimation
Preminger, Arie (contributor); Sakata, Shinichi (contributor) - 2005
Persistent link: https://www.econbiz.de/10003293598
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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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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
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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
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An ARCH model without intercept
Hafner, Christian M.; Preminger, Arie - In: Economics letters 129 (2015), pp. 13-17
Persistent link: https://www.econbiz.de/10011421858