Pages that link to "Item:Q299258"
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The following pages link to Econometric estimation in long-range dependent volatility models: theory and practice (Q299258):
Displayed 9 items.
- Estimation and pricing under long-memory stochastic volatility (Q470523) (← links)
- On the robustness to small trends of parameter estimation for continuous-time stationary models with memory (Q505335) (← links)
- Estimation of stochastic volatility with LRD (Q929714) (← links)
- A two-sample test for comparison of long memory parameters (Q990895) (← links)
- Consistent model specification tests based on \(k\)-nearest-neighbor estimation method (Q2630357) (← links)
- Stochastic volatility and option pricing with long-memory in discrete and continuous time (Q2873036) (← links)
- NON-PARAMETRIC ESTIMATION UNDER STRONG DEPENDENCE (Q2933187) (← links)
- Estimation of the long memory parameter in stochastic volatility models by quadratic variations (Q4923219) (← links)
- Inference of Seasonal Long‐memory Time Series with Measurement Error (Q5177955) (← links)