Pages that link to "Item:Q1020691"
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The following pages link to Generalised long-memory GARCH models for intra-daily volatility (Q1020691):
Displaying 9 items.
- Misspecification tests for periodic long memory GARCH models (Q257484) (← links)
- Estimation and pricing under long-memory stochastic volatility (Q470523) (← links)
- Implied volatility in oil markets (Q961396) (← links)
- Generalised long-memory GARCH models for intra-daily volatility (Q1020691) (← links)
- Seasonal FIEGARCH processes (Q1615155) (← links)
- Estimation methods for stationary Gegenbauer processes (Q2110339) (← links)
- Cointegrated dynamics for a generalized long memory process: application to interest rates (Q2196655) (← links)
- Bayesian estimation of Gegenbauer long memory processes with stochastic volatility: methods and applications (Q2691760) (← links)
- Modelling cycles in climate series: the fractional sinusoidal waveform process (Q6190945) (← links)
