Pages that link to "Item:Q1285516"
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The following pages link to A simple nonlinear time series model with misleading linear properties (Q1285516):
Displaying 22 items.
- Modelling structural breaks, long memory and stock market volatility: an overview (Q265098) (← links)
- Neglecting parameter changes in GARCH models (Q265108) (← links)
- A multiple regime smooth transition heterogeneous autoregressive model for long memory and asymmetries (Q299262) (← links)
- Level changes in volatility models (Q470520) (← links)
- Recent developments in volatility modeling and applications (Q955468) (← links)
- Forecasting volatility and volume in the Tokyo stock market: Long memory, fractality and regime switching (Q1017067) (← links)
- An example of a misclassification problem applied to Australian equity data (Q1019997) (← links)
- Long memory and stochastic trend. (Q1424482) (← links)
- Memory and infrequent breaks (Q1589599) (← links)
- A simple linear time series model with misleading nonlinear properties (Q1606377) (← links)
- A nonlinear long memory model, with an application to US unemployment. (Q1858967) (← links)
- Long-memory property of nonlinear transformations of break processes (Q1927845) (← links)
- Forecasting volatility in bitcoin market (Q2022929) (← links)
- Modelling long memory and structural breaks in conditional variances: an adaptive FIGARCH approach (Q2270553) (← links)
- Forecasting volatility under fractality, regime-switching, long memory and Student-\(t\) innovations (Q2445719) (← links)
- Nonlinearity and temporal dependence (Q2630203) (← links)
- Nonparametric bootstrap tests for neglected nonlinearity in time series regression models<sup>∗</sup> (Q2744171) (← links)
- On the forecasting ability of ARFIMA models when infrequent breaks occur (Q3023032) (← links)
- ARE UK SHARE PRICES TOO HIGH? FUNDAMENTAL VALUE OR NEW ERA (Q3393940) (← links)
- STOCHASTIC UNIT ROOT MODELS (Q3434190) (← links)
- A Dependence Metric for Possibly Nonlinear Processes (Q4677035) (← links)
- Long Memory, Realized Volatility and Heterogeneous Autoregressive Models (Q5226150) (← links)
