Pages that link to "Item:Q2691676"
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The following pages link to Robust estimation of nonstationary, fractionally integrated, autoregressive, stochastic volatility (Q2691676):
Displaying 3 items.
- Option pricing under fast‐varying long‐memory stochastic volatility (Q5743117) (← links)
- Estimation and forecasting of long memory stochastic volatility models (Q6039116) (← links)
- Bidirectional volatility transmission between stocks and bond in East Asia -- the quantile estimates based on wavelets (Q6039121) (← links)
