Statistical inference for mixture GARCH models with financial application

Computational Statistics ◽

10.1007/s00180-021-01092-5 ◽

2021 ◽

Author(s):

Maddalena Cavicchioli

Keyword(s):

Statistical Inference ◽

Garch Models ◽

Financial Application

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Spectral analysis of markov switching garch models with statistical inference

Scandinavian Journal of Statistics ◽

10.1111/sjos.12571 ◽

2022 ◽

Author(s):

Maddalena Cavicchioli

Keyword(s):

Spectral Analysis ◽

Statistical Inference ◽

Markov Switching ◽

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Deriving the autocovariances of powers of Markov-switching GARCH models, with applications to statistical inference

Computational Statistics & Data Analysis ◽

10.1016/j.csda.2007.08.003 ◽

2008 ◽

Vol 52 (6) ◽

pp. 3027-3046 ◽

Author(s):

Christian Francq ◽

Jean-Michel Zakoı¨an

Keyword(s):

Statistical Inference ◽

Markov Switching ◽

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Statistical inference for nonparametric GARCH models

Stochastic Processes and their Applications ◽

10.1016/j.spa.2016.03.010 ◽

2016 ◽

Vol 126 (10) ◽

pp. 3009-3040 ◽

Author(s):

Alexander Meister ◽

Jens-Peter Kreiß

Keyword(s):

Statistical Inference ◽

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GARCH Models: Structure, Statistical Inference and Financial Applications by Christian Francq, Jean-Michel Zakoian

International Statistical Review ◽

10.1111/j.1751-5823.2011.00149_27.x ◽

2011 ◽

Vol 79 (2) ◽

pp. 301-301 ◽

Author(s):

Shuangzhe Liu

Keyword(s):

Statistical Inference ◽

Garch Models ◽

Financial Applications

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Essentials of Statistical Inference

10.1017/cbo9780511755392 ◽

2005 ◽

Author(s):

G. A. Young ◽

R. L. Smith

Keyword(s):

Statistical Inference

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Randomization and Statistical Inference

Communications in Statistics - Simulation and Computation ◽

10.1080/03610917508548430 ◽

1975 ◽

Vol 4 (8) ◽

pp. 723-735

Author(s):

Robert Easterling

Keyword(s):

Statistical Inference

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Statistical Inference for Measurement Models

Contemporary Psychology ◽

10.1037/0010007 ◽

1970 ◽

Vol 15 (6) ◽

pp. 402, 404-405

Author(s):

ROBERT E. DEAR

Keyword(s):

Statistical Inference ◽

Measurement Models

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Review of Elements of statistics: An introduction to probability and statistical inference. 3rd ed.

Contemporary Psychology ◽

10.1037/019330 ◽

1980 ◽

Vol 25 (10) ◽

pp. 851-852

Author(s):

GEOFFREY KEPPEL

Keyword(s):

Statistical Inference

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Introduction to statistical inference.

10.1037/11775-000 ◽

1957 ◽

Author(s):

Jerome C. R. Li

Keyword(s):

Statistical Inference

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Task Force on Statistical Inference: Initial Report

PsycEXTRA Dataset ◽

10.1037/e511432016-001 ◽

1996 ◽

Keyword(s):

Statistical Inference ◽

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