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Asymptotics for GARCH squared residual correlations
Berkes, István
;
Horváth, Lajos
;
Kokoszka, Piotr
- In:
Econometric theory
19
(
2003
)
4
,
pp. 515-540
Persistent link: https://www.econbiz.de/10001777176
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2
Estimation of the maximal moment exponent of a GARCH (1,1) sequence
Berkes, István
;
Horváth, Lajos
;
Kokoszka, Piotr
- In:
Econometric theory
19
(
2003
)
4
,
pp. 565-586
Persistent link: https://www.econbiz.de/10001777182
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3
On the central limit theorem for f (nkx)
Aistleitner, Christoph
;
Berkes, István
- In:
Probability theory and related fields : continuation of …
146
(
2010
)
1/2
,
pp. 267-289
Persistent link: https://www.econbiz.de/10003933914
Saved in:
4
Large sample distribution of weighted sums of ARCH(p) squared residual correlations
Horváth, Lajos
;
Kokoszka, Piotr
- In:
Econometric theory
17
(
2001
)
2
,
pp. 283-295
Persistent link: https://www.econbiz.de/10001568398
Saved in:
5
Merits and drawbacks of variance targeting in GARCH models
Francq, Christian
;
Horváth, Lajos
;
Zakoïan, Jean-Michel
-
2009
Persistent link: https://www.econbiz.de/10003935355
Saved in:
6
Merits and drawbacks of variance targeting in GARCH models
Francq, Christian
;
Horváth, Lajos
;
Zakoïan, Jean-Michel
- In:
Journal of financial econometrics : official journal of …
9
(
2011
)
4
,
pp. 619-656
Persistent link: https://www.econbiz.de/10009407372
Saved in:
7
A functional version of the ARCH model
Hörmann, Siegfried
;
Horváth, Lajos
;
Reeder, Ron
- In:
Econometric theory
29
(
2013
)
2
,
pp. 267-288
Persistent link: https://www.econbiz.de/10009760010
Saved in:
8
Tests for error correlation in the functional linear model
Gabrys, Robertas
;
Horváth, Lajos
;
Kokoszka, Piotr
- In:
Journal of the American Statistical Association : JASA
105
(
2010
)
491
,
pp. 1113-1125
Persistent link: https://www.econbiz.de/10008738525
Saved in:
9
Asymptotic properties of nonparametric frontier estimators
Horváth, Lajos
;
Horváth, Zsuzsanna
;
Zhou, Wang
- In:
Econometric theory
24
(
2008
)
6
,
pp. 1607-1627
Persistent link: https://www.econbiz.de/10003771886
Saved in:
10
A limit theorem for mildly explosive autoregression with stable errors
Aue, Alexander
;
Horváth, Lajos
- In:
Econometric theory
23
(
2007
)
2
,
pp. 201-220
Persistent link: https://www.econbiz.de/10003429709
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