Pages that link to "Item:Q2567526"
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The following pages link to Long memory vs. structural change in financial time series (Q2567526):
Displaying 3 items.
- Fractional integration versus level shifts: the case of realized asset correlations (Q379926) (← links)
- Stochastic volatility modelling in continuous time with general marginal distributions: inference, prediction and model selection (Q997294) (← links)
- On discriminating between long-range dependence and changes in mean (Q2500449) (← links)
