Pages that link to "Item:Q1623535"

The following pages link to Infinite-order, long-memory heterogeneous autoregressive models (Q1623535):

Displaying 9 items.

• Dynamic behavior of volatility in a nonstationary generalized regime-switching GARCH model (Q286453) (← links)
• The functional central limit theorem and structural change test for the \(\mathrm{HAR}(\infty)\) model (Q485701) (← links)
• An integrated heteroscedastic autoregressive model for forecasting realized volatilities (Q530371) (← links)
• Forecasting realized volatility: a review (Q1622112) (← links)
• Detecting structural breaks in realized volatility (Q1727922) (← links)
• Cointegrated dynamics for a generalized long memory process: application to interest rates (Q2196655) (← links)
• A CUSUMSQ test for structural breaks in error variance for a long memory heterogeneous autoregressive model (Q2344884) (← links)
• Forecasting the realized variance of the log-return of Korean won US dollar exchange rate addressing jumps both in stock-trading time and in overnight (Q2515853) (← links)
• Bayesian estimation of Gegenbauer long memory processes with stochastic volatility: methods and applications (Q2691760) (← links)