Volatility clustering in the presence of time-varying model parameters

By Otranto Edoardo  

Journal of Applied Statistics, Vol. 40, Iss. 4, 2013-04 ,pp. : 901-915

Taylor & Francis Ltd

Access to resources Recommend Favorite

Time-varying autoregressive conditional duration model

By Bortoluzzo Adriana  

Journal of Applied Statistics, Vol. 37, Iss. 5, 2010-05 ,pp. : 847-864

Taylor & Francis Ltd

Access to resources Recommend Favorite

Nonparametric estimation of a time-varying GARCH model

By Rohan Neelabh   Ramanathan T. V.  

Journal of Nonparametric Statistics, Vol. 25, Iss. 1, 2013-03 ,pp. : 33-52

Taylor & Francis Ltd

Access to resources Recommend Favorite

A Flexible Approach to Time-varying Coefficients in the Cox Regression Setting

By Sargent D.J.  

Lifetime Data Analysis, Vol. 3, Iss. 1, 1997-01 ,pp. : 13-25

Springer Publishing Company

Access to resources Recommend Favorite

A non-iterative approach to estimating parameters in a linear structural equation model

By Zhu Li-Ping  

Journal of Applied Statistics, Vol. 33, Iss. 1, 2006-01 ,pp. : 65-78

Taylor & Francis Ltd

Access to resources Recommend Favorite