Pages that link to "Item:Q3539875"

The following pages link to Refined Inference on Long Memory in Realized Volatility (Q3539875):

Displaying 12 items.

• A complete asymptotic series for the autocovariance function of a long memory process (Q299260) (← links)
• A multiple regime smooth transition heterogeneous autoregressive model for long memory and asymmetries (Q299262) (← links)
• Estimation and pricing under long-memory stochastic volatility (Q470523) (← links)
• Fractionally differenced Gegenbauer processes with long memory: a review (Q1630399) (← links)
• Estimating stochastic volatility models using realized measures (Q2691659) (← links)
• Long Memory in Integrated and Realized Variance (Q2930712) (← links)
• Realized Volatility and Long Memory: An Overview (Q3539861) (← links)
• Realized Volatility: A Review (Q3539862) (← links)
• Why Aggregate Long Memory Time Series? (Q3539877) (← links)
• STATIONARY INTEGRATED ARCH(∞) AND AR(∞) PROCESSES WITH FINITE VARIANCE (Q4554600) (← links)
• Semiparametric Inference in Correlated Long Memory Signal Plus Noise Models (Q5080154) (← links)
• We modeled long memory with just one lag! (Q6175544) (← links)