Pages that link to "Item:Q1676731"
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The following pages link to Testing for covariance stationarity in stock market data (Q1676731):
Displayed 21 items.
- Forecasting cointegrated nonstationary time series with time-varying variance (Q341895) (← links)
- Cointegrating rank selection in models with time-varying variance (Q527990) (← links)
- Testing whether the underlying continuous-time process follows a diffusion: an infinitesimal operator-based approach (Q528171) (← links)
- ARCH modeling in finance. A review of the theory and empirical evidence (Q1185104) (← links)
- Autoregressive conditional heteroskedasticity and changes in regime (Q1341198) (← links)
- Testing stationarity for stock market data (Q1351737) (← links)
- The impact of stationarity assessment on studies of volatility and value-at-risk. (Q1600541) (← links)
- Testing for covariance stationarity in stock market data (Q1676731) (← links)
- A novel approach for nonstationary time series analysis with time-invariant correlation coefficient (Q1717758) (← links)
- Tests for covariance stationarity and white noise, with an application to Euro/US dollar exchange rate: An approach based on the evolutionary spectral density (Q1852901) (← links)
- A nonparametric estimator for the conditional tail index of Pareto-type distributions (Q2303031) (← links)
- Unit Root Tests under Time-Varying Variances (Q3157845) (← links)
- Blockwise generalized empirical likelihood inference for non-linear dynamic moment conditions models (Q3161673) (← links)
- Analysis of structural break models based on the evolutionary spectrum: Monte Carlo study and application (Q3183869) (← links)
- TESTING FOR THE MARKOV PROPERTY IN TIME SERIES (Q3224040) (← links)
- Time-Transformed Unit Root Tests for Models with Non-Stationary Volatility (Q3608199) (← links)
- THE LIMIT DISTRIBUTION OF THE CUSUM OF SQUARES TEST UNDER GENERAL MIXING CONDITIONS (Q3632401) (← links)
- Moment condition failure in stock returns: UK evidence (Q4541548) (← links)
- ADAPTIVE LONG MEMORY TESTING UNDER HETEROSKEDASTICITY (Q5349015) (← links)
- Testing Covariance Stationarity (Q5436944) (← links)
- Adaptive estimation of heteroskedastic functional-coefficient regressions with an application to fiscal policy evaluation on asset markets (Q5860972) (← links)