Forecasting exchange rate volatility. (Q1603860): Difference between revisions

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+Fractionally integrated generalized autoregressive conditional heteroskedasticity
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+Modeling and pricing long memory in stock market volatility
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+Quasi-maximum likelihood estimation and inference in dynamic models with time-varying covariances
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+The detection and estimation of long memory in stochastic volatility
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+Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
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+Modelling the persistence of conditional variances
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+A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
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+Publication:1603860