Pages that link to "Item:Q265098"
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The following pages link to Modelling structural breaks, long memory and stock market volatility: an overview (Q265098):
Displayed 27 items.
- A simple test of changes in mean in the possible presence of long-range dependence (Q135933) (← links)
- Change-point analysis in increasing dimension (Q444964) (← links)
- Threshold bipower variation and the impact of jumps on volatility forecasting (Q737246) (← links)
- Bootstrap testing for discontinuities under long-range dependence (Q764501) (← links)
- Uniform change point tests in high dimension (Q892243) (← links)
- Testing for changes in polynomial regression (Q1002544) (← links)
- Testing for changes in the covariance structure of linear processes (Q1011543) (← links)
- Forecasting realized volatility: a review (Q1622112) (← links)
- A heuristic, iterative algorithm for change-point detection in abrupt change models (Q1643024) (← links)
- Logistic map with memory from economic model (Q1674288) (← links)
- Detecting structural breaks in realized volatility (Q1727922) (← links)
- Concept of dynamic memory in economics (Q2204903) (← links)
- Macroeconomic models with long dynamic memory: fractional calculus approach (Q2335775) (← links)
- Sequential monitoring of minimum variance portfolio (Q2461273) (← links)
- Recovering cointegration via wavelets in the presence of non-linear patterns (Q2700571) (← links)
- Structural breaks in time series (Q2852477) (← links)
- The Volatility of Realized Volatility (Q3539863) (← links)
- Change detection in linear regression with time series errors (Q3561484) (← links)
- A multivariate long-memory model with structural breaks (Q3638531) (← links)
- Sequential Tests and Change Detection in the Covariance Structure of Weakly Stationary Time Series (Q3645012) (← links)
- (Q4558148) (← links)
- Structural break detection in financial durations (Q4627118) (← links)
- A new simple test against spurious long memory using temporal aggregation (Q4914973) (← links)
- Tests for structural breaks in memory parameters of long-memory heterogeneous autoregressive models (Q5075573) (← links)
- Spurious regression between long memory series due to mis-specified structural breaks (Q5084732) (← links)
- Structural breaks in panel data: Large number of panels and short length time series (Q5860947) (← links)
- Residual-Based Tests for Fractional Cointegration: Testing the Term Structure of Interest Rates (Q5863575) (← links)