Pages that link to "Item:Q4935455"
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The following pages link to On regression-based tests for persistence in logarithmic volatility models (Q4935455):
Displaying 4 items.
- Shifts in volatility driven by large stock market shocks (Q1657558) (← links)
- Estimation and inference in univariate and multivariate log-GARCH-X models when the conditional density is unknown (Q1659146) (← links)
- Spurious persistence in stochastic volatility (Q2451401) (← links)
- A Bayesian Analysis of Unit Roots and Structural Breaks in the Level, Trend, and Error Variance of Autoregressive Models of Economic Series (Q3086366) (← links)