Pages that link to "Item:Q2270553"
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The following pages link to Modelling long memory and structural breaks in conditional variances: an adaptive FIGARCH approach (Q2270553):
Displayed 6 items.
- Modelling volatility by variance decomposition (Q71677) (← links)
- Bayesian non-parametric mixtures of GARCH(1,1) models (Q454766) (← links)
- The influence of heteroskedastic variances on cointegration tests: a comparison using Monte Carlo simulations (Q2255776) (← links)
- Forecasting a long memory process subject to structural breaks (Q2453079) (← links)
- Marginal likelihood for Markov-switching and change-point GARCH models (Q2512618) (← links)
- ON MIXTURE MEMORY GARCH MODELS (Q5408110) (← links)