Pages that link to "Item:Q3646989"
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The following pages link to Resampling and Subsampling for Financial Time Series (Q3646989):
Displaying 7 items.
- On the range of validity of the autoregressive sieve bootstrap (Q651026) (← links)
- Bootstrap methods for dependent data: a review (Q743759) (← links)
- The uncertainty of conditional returns, volatilities and correlations in DCC models (Q1659110) (← links)
- Testing for the presence of jump components in jump diffusion models (Q2172017) (← links)
- Normalized least-squares estimation in time-varying ARCH models (Q2426622) (← links)
- Time-varying parameters realized GARCH models for tracking attenuation bias in volatility dynamics (Q4957245) (← links)
- Capturing volatility persistence: a dynamically complete realized EGARCH-MIDAS model (Q5212061) (← links)