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