Pages that link to "Item:Q2453079"
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The following pages link to Forecasting a long memory process subject to structural breaks (Q2453079):
Displaying 4 items.
- Locally stationary long memory estimation (Q544490) (← links)
- Realized matrix-exponential stochastic volatility with asymmetry, long memory and higher-moment spillovers (Q2116339) (← links)
- Dynamics of variance risk premia: a new model for disentangling the price of risk (Q2190227) (← links)
- (WHEN) DO LONG AUTOREGRESSIONS ACCOUNT FOR NEGLECTED CHANGES IN PARAMETERS? (Q2981819) (← links)
