Pages that link to "Item:Q1185107"
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The following pages link to Prediction in dynamic models with time-dependent conditional variances (Q1185107):
Displayed 17 items.
- Inventory control under temporal demand heteroscedasticity (Q879290) (← links)
- Common volatility and correlation clustering in asset returns (Q884052) (← links)
- Bootstrap prediction for returns and volatilities in GARCH models (Q959315) (← links)
- ARCH modeling in finance. A review of the theory and empirical evidence (Q1185104) (← links)
- Prediction in dynamic models with time-dependent conditional variances (Q1185107) (← links)
- Reconciling the term structure of interest rates with the consumption-based ICAP model (Q1351345) (← links)
- Value at risk calculation through ARCH factor methodology: Proposal and comparative analysis. (Q1406485) (← links)
- Stationarity of stable power-GARCH processes. (Q1858909) (← links)
- Long memory processes and fractional integration in econometrics (Q1922357) (← links)
- Modeling and pricing long memory in stock market volatility (Q1922362) (← links)
- Bootstrapping forecast intervals in ARCH models (Q1969428) (← links)
- Tracking volatility (Q2432948) (← links)
- Forecast Evaluation in the Presence of Unobserved Volatility (Q3157841) (← links)
- FINANCIAL AND OTHER SPATIO-TEMPORAL TIME SERIES: LONG-RANGE CORRELATIONS AND SPECTRAL PROPERTIES (Q3368601) (← links)
- ARMA representation of integrated and realized variances (Q4458360) (← links)
- Adjusting forecast intervals in arch‐m models (Q4677010) (← links)
- Joint Selection of the Model and the Information Set in Heteroskedastic Dynamic Models (Q5290376) (← links)