An Alternative Estimation for Functional Coefficient ARCH-M Model

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ISSN Print: 2162-2078
ISSN Online: 2162-2086
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"An Alternative Estimation for Functional Coefficient ARCH-M Model"
written by Xingfa Zhang, Qiang Xiong,
published by Theoretical Economics Letters, Vol.6 No.4, 2016

has been cited by the following article(s):

[1]	Weighted empirical likelihood inferences for a class of varying coefficient ARCH-M models
	2021

[2]	Empirical likelihood based estimation for a class of functional coefficient ARCH-M models
	2018

[1]	Orthogonal Weighted Empirical Likelihood Test for ARCH-M Models with Double Functional Coefficients Methodology and Computing in Applied Probability, 2025 DOI:10.1007/s11009-025-10143-z

[2]	Weighted empirical likelihood inferences for a class of varying coefficient ARCH-M models Journal of Nonparametric Statistics, 2021 DOI:10.1080/10485252.2021.1898608

[3]	Empirical likelihood based estimation for a class of functional coefficient ARCH-M models Communications in Statistics - Theory and Methods, 2018 DOI:10.1080/03610926.2018.1554139

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