Pages that link to "Item:Q1623535"
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The following pages link to Infinite-order, long-memory heterogeneous autoregressive models (Q1623535):
Displaying 5 items.
- Dynamic behavior of volatility in a nonstationary generalized regime-switching GARCH model (Q286453) (← links)
- The functional central limit theorem and structural change test for the \(\mathrm{HAR}(\infty)\) model (Q485701) (← links)
- An integrated heteroscedastic autoregressive model for forecasting realized volatilities (Q530371) (← links)
- Forecasting realized volatility: a review (Q1622112) (← links)
- Detecting structural breaks in realized volatility (Q1727922) (← links)
