"Varying Coefficient GARCH Models" - similar Books and Chapters

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Book	Author(s)	Year	Publisher
Bootstrapping Stationary ARMA-GARCH Models	Kenichi Shimizu	2010	Vieweg+Teubner Verlag
Bootstrapping stationary ARMA-GARCH models	Shimizu K.	2010	Vieweg
Random coefficient models /	Longford, Nicholas T.,	[1993], ©1993.	Oxford University Press,
GARCH Models: Structure, Statistical Inference and Financial Applications	Christian Francq, Jean-Michel Zakoian	2010	Wiley
GARCH Models - Structure, Statistical Inferenceand Financial Applications, 2nd Edition	Christian Francq	2019	John Wiley & Sons
Statistical Inference in Random Coefficient Regression Models	P. A. V. B. Swamy	1971	Springer Berlin Heidelberg
Modeling Time-Varying Unconditional Variance by Means of a Free-Knot Spline-GARCH Model	Oliver Old	1st ed. 2022	Springer Fachmedien Wiesbaden
Random Coefficient Autoregressive Models: An Introduction: An Introduction	Des F. Nicholls; Barry G. Quinn	1982	Springer New York
Financial Risk Management with Bayesian Estimation of GARCH Models: Theory and Applications	David Ardia	2008	Springer Berlin Heidelberg
Estimation of time-varying hedge ratios for corn and soybeans: BGARCH and random coefficient approaches	Anil K. Bera	1992	Bureau of Economic and Business Research, University of Illinois at Urbana-Champaign
Quasi-maximum likelihood estimation of dynamic models with time varying covariances	Tim Bollerslev	1988	Massachusetts Institute of Technology
An integration of random coefficient and errors-in-variables models for beta estimates	Cheng F. Lee	1982	College of Commerce and Business Administration, Bureau of Economic and Business Research, University of Illinois at Urbana-Champaign
Regularly Varying Functions	E. Seneta	1976	Springer Berlin Heidelberg
In varying moods	Beatrice Harraden	1894	G.P. Putnam's sons
In Varying Moods	Beatrice Harraden	1894	G.P. Putnam's sons
The varying year	George William Erskine Russell	1908	G. Allen & Sons
Time-Varying Network Optimization	Dan Sha; C. K. Wong	2007	Springer US
Varying Degrees of Hopelessness	Lucy Ellmann	January 6, 2003	Bloomsbury Publishing PLC
The coefficient of safety in navigation.	Rogers, William A.	1882
Ordinary differential equations with constant coefficient /	Godunov, S. K.	1997.	American Mathematical Society,
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Chapter	Author(s)	Book	Book Authors	Year	Publisher
Varying Coefficient GARCH Models	Pavel Čížek; Vladimir Spokoiny	Handbook of Financial Time Series	Thomas Mikosch; Jens-Peter Kreiß; Richard A. Davis; Torben Gustav Andersen	2009	Springer Berlin Heidelberg
Varying Coefficient Models	Thomas B. Fomby; Stanley R. Johnson; R. Carter Hill	Advanced Econometric Methods	Thomas B. Fomby; R. Carter Hill; Stanley R. Johnson	1984	Springer New York
Varying coefficient models	Andros Kourtellos; Thanasis Stengos	Macroeconometrics and Time Series Analysis	Steven Durlauf; L. Blume	1st ed. 2009	Palgrave Macmillan UK
Varying Coefficient Models	Andros Kourtellos; Thanasis Stengos	The New Palgrave Dictionary of Economics	Steven N. Durlauf; Lawrence Blume	2nd ed. 2008	Palgrave Macmillan UK
Varying-coefficient models:		The Cambridge Dictionary of Statistics	B. S. Everitt	2006	Cambridge University Press
Varying Coefficient Models	Andros Kourtellos; Thanasis Stengos	The New Palgrave Dictionary of Economics	Macmillan Publishers Ltd	3rd ed. 2018	Palgrave Macmillan UK
Varying Coefficient Models	Andros Kourtellos; Thanasis Stengos	The New Palgrave Dictionary of Economics	Matias Vernengo; Esteban Perez Caldentey; Barkley J. Rosser Jr	0th ed. 2020	Palgrave Macmillan UK
Functional Varying Coefficient Models	Hans-Georg Müller; Damla Şentürk	Recent Advances in Functional Data Analysis and Related Topics	Frédéric Ferraty	2011	Physica-Verlag HD
Time-Varying Coefficient Models		Nonparametric Models for Longitudinal Data: With Implementation in R	Colin O. Wu; Xin Tian	2018	Routledge
134 Varying-Coefficient Models		Frontiers in statistics: dedicated to Peter John Bickel in honor of his 65th birthday	Hira L Koul, Jianqing Fan	2006	Imperial College Press
Time-Varying Coefficient Models		Nonparametric Regression Methods for Longitudinal Data Analysis: Mixed-Effects Modeling Approaches, Online Version	Wu Hulin	2006	John Wiley & Sons
Single Equation Varying Coefficient Models		Econometrics (Routledge Revivals): A Varying Coefficents Approach	Baldev Raj; Aman Ullah	1981	Routledge
Multi Equations Varying Coefficient Models		Econometrics (Routledge Revivals): A Varying Coefficents Approach	Baldev Raj; Aman Ullah	1981	Routledge
Single Equation Varying Coefficient Models		Econometrics (Routledge Revivals): A Varying Coefficients Approach	Baldev Raj; Aman Ullah	1981	Routledge
Multi Equations Varying Coefficient Models		Econometrics (Routledge Revivals): A Varying Coefficients Approach	Baldev Raj; Aman Ullah	1981	Routledge
25 Time-varying Coefficient Models		Nonlinear time series analysis	Chen, Rong; Tsay, Ruey S	2019	John Wiley & Sons
623 Time-varying Coefficient Models		Nonlinear time series analysis	Chen, Rong; Tsay, Ruey S	2019	John Wiley & Sons
Varying and Random Coefficient Models		Introducing Multilevel Modeling	Ita G G Kreft; Jan de Leeuw	June 1998	SAGE Publications Ltd
9. Time-varying coefficient models		Nonparametric regression methods for longitudinal data analysis: [mixed-effects modeling approaches] /	Wu, Hulin.; Zhang, Jin-Ting,	c2006.	Wiley-Interscience,
GARCH Models	David Ruppert; David S. Matteson	Statistics and Data Analysis for Financial Engineering: with R examples	David Ruppert; David S. Matteson	2nd ed. 2015	Springer New York
Chapter	Author(s)	Book	Book Authors	Year	Publisher

Showing 1 to 20 of 100 entries