Pages that link to "Item:Q1023615"

The following pages link to Modelling long-memory volatilities with leverage effect: A-LMSV versus FIEGARCH (Q1023615):

Displaying 7 items.

• Implied volatility in oil markets (Q961396) (← links)
• A note on the properties of power-transformed returns in long-memory stochastic volatility models with leverage effect (Q961822) (← links)
• Editorial: Special issue on statistical and computational methods in finance (Q1023614) (← links)
• Modelling the US, UK and Japanese unemployment rates: fractional integration and structural breaks (Q1023866) (← links)
• Realized stochastic volatility with leverage and long memory (Q1623559) (← links)
• Theoretical results on fractionally integrated exponential generalized autoregressive conditional heteroskedastic processes (Q1782687) (← links)
• A threshold stochastic volatility model with explanatory variables (Q6187969) (← links)