Pages that link to "Item:Q4554429"
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The following pages link to Combining long memory and level shifts in modelling and forecasting the volatility of asset returns (Q4554429):
Displaying 6 items.
- An integrated heteroscedastic autoregressive model for forecasting realized volatilities (Q530371) (← links)
- A multivariate test against spurious long memory (Q1706443) (← links)
- Consistent inference for predictive regressions in persistent economic systems (Q2043266) (← links)
- Testing for parameter instability and structural change in persistent predictive regressions (Q2106367) (← links)
- Modified local Whittle estimator for long memory processes in the presence of low frequency (and other) contaminations (Q2511800) (← links)
- Capturing volatility persistence: a dynamically complete realized EGARCH-MIDAS model (Q5212061) (← links)
