Pages that link to "Item:Q4653562"
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The following pages link to SIMULTANEOUSLY MODELING CONDITIONAL HETEROSKEDASTICITY AND SCALE CHANGE (Q4653562):
Displaying 8 items.
- Modelling time trend via spline confidence band (Q421413) (← links)
- Data-driven estimation of diurnal patterns of durations between trades on financial markets (Q2251694) (← links)
- On estimation of mean and covariance functions in repeated time series with long-memory errors (Q2257486) (← links)
- Testing constancy of unconditional variance in volatility models by misspecification and specification tests (Q2691672) (← links)
- Capturing volatility persistence: a dynamically complete realized EGARCH-MIDAS model (Q5212061) (← links)
- On the iterative plug-in algorithm for estimating diurnal patterns of financial trade durations (Q5222480) (← links)
- Specification and testing of multiplicative time-varying GARCH models with applications (Q5864441) (← links)
- Testing and Modelling for the Structural Change in Covariance Matrix Time Series With Multiplicative Form (Q6086165) (← links)
