Search Results

There are 5206119 results for: content related to: Mixing

  1. Identification

    GARCH Models: Structure, Statistical Inference and Financial Applications

    Christian Francq, Jean-Michel Zakoïan, Pages: 91–125, 2010

    Published Online : 14 JUL 2010, DOI: 10.1002/9780470670057.ch5

  2. Financial Applications

    GARCH Models: Structure, Statistical Inference and Financial Applications

    Christian Francq, Jean-Michel Zakoïan, Pages: 311–340, 2010

    Published Online : 14 JUL 2010, DOI: 10.1002/9780470670057.ch12

  3. Temporal Aggregation and Weak GARCH Models

    GARCH Models: Structure, Statistical Inference and Financial Applications

    Christian Francq, Jean-Michel Zakoïan, Pages: 79–90, 2010

    Published Online : 14 JUL 2010, DOI: 10.1002/9780470670057.ch4

  4. Tests Based on the Likelihood

    GARCH Models: Structure, Statistical Inference and Financial Applications

    Christian Francq, Jean-Michel Zakoïan, Pages: 185–218, 2010

    Published Online : 14 JUL 2010, DOI: 10.1002/9780470670057.ch8

  5. Asymmetries

    GARCH Models: Structure, Statistical Inference and Financial Applications

    Christian Francq, Jean-Michel Zakoïan, Pages: 243–271, 2010

    Published Online : 14 JUL 2010, DOI: 10.1002/9780470670057.ch10

  6. You have free access to this content
    Appendix C: Problems

    GARCH Models: Structure, Statistical Inference and Financial Applications

    Christian Francq, Jean-Michel Zakoïan, Pages: 439–471, 2010

    Published Online : 14 JUL 2010, DOI: 10.1002/9780470670057.app4

  7. Volatility Models

    Handbook of Volatility Models and Their Applications

    Luc Bauwens, Christian Hafner, Sébastien Laurent, Pages: 1–45, 2012

    Published Online : 27 MAR 2012, DOI: 10.1002/9781118272039.ch1

  8. You have free access to this content
    Realising the future: forecasting with high-frequency-based volatility (HEAVY) models

    Journal of Applied Econometrics

    Volume 25, Issue 2, March 2010, Pages: 197–231, Professor Neil Shephard and Kevin Sheppard

    Version of Record online : 27 JAN 2010, DOI: 10.1002/jae.1158

  9. GARCH(p, q) Processes

    GARCH Models: Structure, Statistical Inference and Financial Applications

    Christian Francq, Jean-Michel Zakoïan, Pages: 17–61, 2010

    Published Online : 14 JUL 2010, DOI: 10.1002/9780470670057.ch2

  10. Structural breaks and GARCH models of exchange rate volatility

    Journal of Applied Econometrics

    Volume 23, Issue 1, January/February 2008, Pages: 65–90, David E. Rapach and Jack K. Strauss

    Version of Record online : 20 FEB 2008, DOI: 10.1002/jae.976

  11. Multivariate GARCH

    Time Series: Applications to Finance with R and S-Plus, Second Edition

    Ngai Hang Chan, Pages: 159–178, 2011

    Published Online : 28 JAN 2011, DOI: 10.1002/9781118032466.ch12

  12. Causality and forecasting in temporally aggregated multivariate GARCH processes

    The Econometrics Journal

    Volume 12, Issue 1, March 2009, Pages: 127–146, Christian M. Hafner

    Version of Record online : 19 FEB 2009, DOI: 10.1111/j.1368-423X.2008.00276.x

  13. You have free access to this content
    Appendix C: Solutions to the Exercises

    GARCH Models: Structure, Statistical Inference and Financial Applications

    Christian Francq, Jean-Michel Zakoïan, Pages: 365–437, 2010

    Published Online : 14 JUL 2010, DOI: 10.1002/9780470670057.app3

  14. Return distributions and volatility forecasting in metal futures markets: Evidence from gold, silver, and copper

    Journal of Futures Markets

    Volume 31, Issue 1, January 2011, Pages: 55–80, Ahmed A. A. Khalifa, Hong Miao and Sanjay Ramchander

    Version of Record online : 2 NOV 2010, DOI: 10.1002/fut.20459

  15. Volatility Forecasting: An Empirical Example using Eviews 6

    ARCH Models for Financial Applications

    Evdokia Xekalaki, Stavros Degiannakis, Pages: 143–162, 2010

    Published Online : 31 MAR 2010, DOI: 10.1002/9780470688014.ch4

  16. Multivariate Volatility Models and Their Applications

    Analysis of Financial Time Series, Third Edition, Third Edition

    Ruey S. Tsay, Pages: 505–555, 2010

    Published Online : 2 AUG 2010, DOI: 10.1002/9780470644560.ch10

  17. Heavy Tails

    Standard Article

    Encyclopedia of Quantitative Finance

    Richard A. Davis

    Published Online : 15 MAY 2010, DOI: 10.1002/9780470061602.eqf02009

  18. Computationally efficient bootstrap prediction intervals for returns and volatilities in ARCH and GARCH processes

    Journal of Forecasting

    Volume 30, Issue 1, January 2011, Pages: 51–71, Bei Chen, Yulia R. Gel, N. Balakrishna and Bovas Abraham

    Version of Record online : 10 NOV 2010, DOI: 10.1002/for.1197

  19. You have free access to this content
    Front Matter

    GARCH Models: Structure, Statistical Inference and Financial Applications

    Christian Francq, Jean-Michel Zakoïan, Pages: i–xiv, 2010

    Published Online : 14 JUL 2010, DOI: 10.1002/9780470670057.fmatter

  20. Adaptive pointwise estimation in time-inhomogeneous conditional heteroscedasticity models

    The Econometrics Journal

    Volume 12, Issue 2, July 2009, Pages: 248–271, P. Čížek, W. Härdle and V. Spokoiny

    Version of Record online : 21 JUL 2009, DOI: 10.1111/j.1368-423X.2009.00292.x