Pages that link to "Item:Q2354863"

The following pages link to Specification and structural break tests for additive models with applications to realized variance data (Q2354863):

Displaying 3 items.

• Calendar effect and in-sample forecasting (Q2656985) (← links)
• Flexible HAR model for realized volatility (Q2697034) (← links)
• ON MULTIPLE STRUCTURAL BREAKS IN DISTRIBUTION: AN EMPIRICAL CHARACTERISTIC FUNCTION APPROACH (Q6156585) (← links)