Pages that link to "Item:Q1927150"
From MaRDI portal
The following pages link to Long memory and nonlinearities in realized volatility: a Markov switching approach (Q1927150):
Displayed 4 items.
- When long memory meets the Kalman filter: a comparative study (Q1623533) (← links)
- Infinite-order, long-memory heterogeneous autoregressive models (Q1623535) (← links)
- Realized stochastic volatility with leverage and long memory (Q1623559) (← links)
- Particle Gibbs with ancestor sampling for stochastic volatility models with: heavy tails, in mean effects, leverage, serial dependence and structural breaks (Q2687889) (← links)