%PDF-1.5 % 1 0 obj << /S /GoTo /D (section.1) >> endobj 4 0 obj (Introduction) endobj 5 0 obj << /S /GoTo /D (section.2) >> endobj 8 0 obj (Model Specification) endobj 9 0 obj << /S /GoTo /D (subsection.2.1) >> endobj 12 0 obj (Univariate ARFIMAX Models) endobj 13 0 obj << /S /GoTo /D (subsection.2.2) >> endobj 16 0 obj (Univariate GARCH Models) endobj 17 0 obj << /S /GoTo /D (subsubsection.2.2.1) >> endobj 20 0 obj (The standard GARCH model \('sGARCH'\)) endobj 21 0 obj << /S /GoTo /D (subsubsection.2.2.2) >> endobj 24 0 obj (The integrated GARCH model \('iGARCH'\)) endobj 25 0 obj << /S /GoTo /D (subsubsection.2.2.3) >> endobj 28 0 obj (The exponential GARCH model) endobj 29 0 obj << /S /GoTo /D (subsubsection.2.2.4) >> endobj 32 0 obj (The GJR-GARCH model \('gjrGARCH'\)) endobj 33 0 obj << /S /GoTo /D (subsubsection.2.2.5) >> endobj 36 0 obj (The asymmetric power ARCH model \('apARCH'\)) endobj 37 0 obj << /S /GoTo /D (subsubsection.2.2.6) >> endobj 40 0 obj (The family GARCH model \('fGARCH'\)) endobj 41 0 obj << /S /GoTo /D (subsubsection.2.2.7) >> endobj 44 0 obj (The Component sGARCH model \('csGARCH'\)) endobj 45 0 obj << /S /GoTo /D (subsection.2.3) >> endobj 48 0 obj (Conditional Distributions) endobj 49 0 obj << /S /GoTo /D (subsubsection.2.3.1) >> endobj 52 0 obj (The Normal Distribution) endobj 53 0 obj << /S /GoTo /D (subsubsection.2.3.2) >> endobj 56 0 obj (The Student Distribution) endobj 57 0 obj << /S /GoTo /D (subsubsection.2.3.3) >> endobj 60 0 obj (The Generalized Error Distribution) endobj 61 0 obj << /S /GoTo /D (subsubsection.2.3.4) >> endobj 64 0 obj (Skewed Distributions by Inverse Scale Factors) endobj 65 0 obj << /S /GoTo /D (subsubsection.2.3.5) >> endobj 68 0 obj (The Generalized Hyperbolic Distribution and Sub-Families) endobj 69 0 obj << /S /GoTo /D (subsubsection.2.3.6) >> endobj 72 0 obj (The Generalized Hyperbolic Skew Student Distribution) endobj 73 0 obj << /S /GoTo /D (subsubsection.2.3.7) >> endobj 76 0 obj (Johnson's Reparametrized SU Distribution) endobj 77 0 obj << /S /GoTo /D (section.3) >> endobj 80 0 obj (Fitting) endobj 81 0 obj << /S /GoTo /D (subsection.3.1) >> endobj 84 0 obj (Fit Diagnostics) endobj 85 0 obj << /S /GoTo /D (section.4) >> endobj 88 0 obj (Filtering) endobj 89 0 obj << /S /GoTo /D (section.5) >> endobj 92 0 obj (Forecasting and the GARCH Bootstrap) endobj 93 0 obj << /S /GoTo /D (section.6) >> endobj 96 0 obj (Simulation) endobj 97 0 obj << /S /GoTo /D (section.7) >> endobj 100 0 obj (Rolling Estimation) endobj 101 0 obj << /S /GoTo /D (section.8) >> endobj 104 0 obj (Simulated Parameter Distribution and RMSE) endobj 105 0 obj << /S /GoTo /D (section.9) >> endobj 108 0 obj (The ARFIMAX Model with constant variance) endobj 109 0 obj << /S /GoTo /D (section.10) >> endobj 112 0 obj (Mispecification and Other Tests) endobj 113 0 obj << /S /GoTo /D (subsection.10.1) >> endobj 116 0 obj (The GMM Orthogonality Test) endobj 117 0 obj << /S /GoTo /D (subsection.10.2) >> endobj 120 0 obj (Parametric and Non-Parametric Density Tests) endobj 121 0 obj << /S /GoTo /D (subsection.10.3) >> endobj 124 0 obj (Directional Accuracy Tests) endobj 125 0 obj << /S /GoTo /D (subsection.10.4) >> endobj 128 0 obj (VaR and Expected Shortfall Tests) endobj 129 0 obj << /S /GoTo /D (section.11) >> endobj 132 0 obj (Miscellaneous Functions) endobj 133 0 obj << /S /GoTo /D (section.12) >> endobj 136 0 obj (Future Development) endobj 137 0 obj << /S /GoTo /D (section.13) >> endobj 140 0 obj (FAQs and Guidelines) endobj 141 0 obj << /S /GoTo /D [142 0 R /Fit] >> endobj 174 0 obj << /Length 1457 /Filter /FlateDecode >> stream xݙKo8EVi'q=(dG ɦ~g-)r4ؤكeFÏ30Σ<:|o7|@3%W82*d 8a,&^$:CwTy?4BEj|C=B!+h(I(AWIdXseN/Lzq Y]i.$
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