Pages that link to "Item:Q5093213"
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The following pages link to A stochastic volatility model with random level shifts and its applications to S&P 500 and NASDAQ return indices (Q5093213):
Displaying 7 items.
- A white noise test under weak conditions (Q826992) (← links)
- Volatility and return jumps in Bitcoin (Q1627021) (← links)
- Shifts in volatility driven by large stock market shocks (Q1657558) (← links)
- A modified test against spurious long memory (Q1663949) (← links)
- Modified local Whittle estimator for long memory processes in the presence of low frequency (and other) contaminations (Q2511800) (← links)
- Combining long memory and level shifts in modelling and forecasting the volatility of asset returns (Q4554429) (← links)
- A threshold stochastic volatility model with explanatory variables (Q6187969) (← links)