Pages that link to "Item:Q292011"
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The following pages link to Breaks and persistency: macroeconomic causes of stock market volatility (Q292011):
Displaying 6 items.
- An omnibus noise filter (Q964661) (← links)
- Multivariate modelling of long memory processes with common components (Q1020895) (← links)
- Adaptive realized hyperbolic GARCH process: stability and estimation (Q2138236) (← links)
- Analysis of shares frequency components on daily value-at-risk in emerging and developed markets (Q2163912) (← links)
- Modelling long memory and structural breaks in conditional variances: an adaptive FIGARCH approach (Q2270553) (← links)
- An efficient sequential learning algorithm in regime-switching environments (Q2697041) (← links)
