Pages that link to "Item:Q1782687"

The following pages link to Theoretical results on fractionally integrated exponential generalized autoregressive conditional heteroskedastic processes (Q1782687):

Displaying 4 items.

• Seasonal FIEGARCH processes (Q1615155) (← links)
• MCMC Bayesian Estimation in FIEGARCH Models (Q2828706) (← links)
• Detecting long-range dependence with truncated ratios of periodogram ordinates (Q5078575) (← links)
• Jump detection in high-frequency financial data using wavelets (Q5880608) (← links)