Pages that link to "Item:Q1010560"
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The following pages link to Testing for multivariate autoregressive conditional heteroskedasticity using wavelets (Q1010560):
Displaying 8 items.
- Inference for the autocovariance of a functional time series under conditional heteroscedasticity (Q91428) (← links)
- Wavelet analysis of stock returns and aggregate economic activity (Q1023637) (← links)
- On wavelet-based testing for serial correlation of unknown form using Fan's adaptive Neyman method (Q1615242) (← links)
- Applications of the characteristic function-based continuum GMM in finance (Q1927140) (← links)
- Improved multivariate portmanteau test (Q2930880) (← links)
- UNIT ROOT TESTS WITH WAVELETS (Q4933581) (← links)
- On Diagnostic Checking Autoregressive Conditional Duration Models with Wavelet-Based Spectral Density Estimators (Q4976477) (← links)
- Errors-in-variables estimation with wavelets (Q5300753) (← links)
