Pages that link to "Item:Q4828181"

The following pages link to On the Autocorrelation Properties of Long‐Memory GARCH Processes (Q4828181):

Displaying 9 items.

• Fractionally integrated time varying GARCH model (Q257572) (← links)
• Non-negativity conditions for the hyperbolic GARCH model (Q736540) (← links)
• A note on the properties of power-transformed returns in long-memory stochastic volatility models with leverage effect (Q961822) (← links)
• Covariance stationary GARCH-family models with long memory property (Q1031773) (← links)
• The impulse response function of the long memory GARCH process (Q1928718) (← links)
• The long memory HEAVY process: modeling and forecasting financial volatility (Q2070693) (← links)
• Modelling long memory and structural breaks in conditional variances: an adaptive FIGARCH approach (Q2270553) (← links)
• To infinity and beyond: Efficient computation of ARCH(<i>∞</i>) models (Q4997702) (← links)
• Stability conditions for heteroscedastic factor models with conditionally autoregressive betas (Q5495694) (← links)