Temporal aggregation of Markov-switching financial return models (Q3077477): Difference between revisions

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+Systematic sampling, temporal aggregation, seasonal adjustment, and cointegration. Theory and evidence
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+The effects of temporal aggregation on tests of linearity of a time series.
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+Asymptotic behaviour of temporal aggregates of time series
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+TEMPORAL AGGREGATION IN THE ARIMA PROCESS
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+Temporal Aggregation of Garch Processes
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+Temporal aggregation of volatility models
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+Bayesian inference and state number determination for hidden Markov models: an application to the information content of the yield curve about inflation
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+Moments of Markov switching models
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+A note on the autocorrelation properties of temporally aggregated Markov switching Gaussian models
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+Q3223595
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+Q5480304
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+Business cycle asymmetries in stock returns: evidence from higher order moments and conditional densities
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+Q4335412
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