Pages that link to "Item:Q868010"
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The following pages link to An introduction to volatility models with indices (Q868010):
Displaying 5 items.
- On properties of the second order generalized autoregressive GAR(2) model with index (Q1037798) (← links)
- Fractionally differenced Gegenbauer processes with long memory: a review (Q1630399) (← links)
- Asymptotic theory for near integrated processes driven by tempered linear processes (Q2305984) (← links)
- Time Series Properties of the Class of Generalized First-Order Autoregressive Processes with Moving Average Errors (Q3017837) (← links)
- Approximate Asymptotic Variance-Covariance Matrix for the Whittle Estimators of GAR(1) Parameters (Q4921636) (← links)
