Pages that link to "Item:Q625295"

The following pages link to Estimators for the long-memory parameter in LARCH models, and fractional Brownian motion (Q625295):

Displaying 3 items.

• Estimation and pricing under long-memory stochastic volatility (Q470523) (← links)
• A generalized nonlinear model for long memory conditional heteroscedasticity (Q5276173) (← links)
• QMLE for Quadratic ARCH Model with Long Memory (Q5283410) (← links)