Pages that link to "Item:Q5177968"
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The following pages link to Tests for Volatility Shifts in Garch Against Long‐Range Dependence (Q5177968):
Displaying 4 items.
- Detecting structural breaks in realized volatility (Q1727922) (← links)
- Robust test for structural instability in dynamic factor models (Q2042290) (← links)
- Sparse vector heterogeneous autoregressive modeling for realized volatility (Q2132003) (← links)
- Block wild bootstrap-based CUSUM tests robust to high persistence and misspecification (Q2189616) (← links)
