Pages that link to "Item:Q1285516"

The following pages link to A simple nonlinear time series model with misleading linear properties (Q1285516):

Displayed 36 items.

• Modelling structural breaks, long memory and stock market volatility: an overview (Q265098) ‎ (← links)
• Neglecting parameter changes in GARCH models (Q265108) ‎ (← links)
• A multiple regime smooth transition heterogeneous autoregressive model for long memory and asymmetries (Q299262) ‎ (← links)
• Level changes in volatility models (Q470520) ‎ (← links)
• Recent developments in volatility modeling and applications (Q955468) ‎ (← links)
• Forecasting volatility and volume in the Tokyo stock market: Long memory, fractality and regime switching (Q1017067) ‎ (← links)
• An example of a misclassification problem applied to Australian equity data (Q1019997) ‎ (← links)
• Long memory and stochastic trend. (Q1424482) ‎ (← links)
• Memory and infrequent breaks (Q1589599) ‎ (← links)
• A simple linear time series model with misleading nonlinear properties (Q1606377) ‎ (← links)
• A nonlinear long memory model, with an application to US unemployment. (Q1858967) ‎ (← links)
• Long-memory property of nonlinear transformations of break processes (Q1927845) ‎ (← links)
• Forecasting volatility in bitcoin market (Q2022929) ‎ (← links)
• Modelling long memory and structural breaks in conditional variances: an adaptive FIGARCH approach (Q2270553) ‎ (← links)
• Forecasting volatility under fractality, regime-switching, long memory and Student-\(t\) innovations (Q2445719) ‎ (← links)
• Nonlinearity and temporal dependence (Q2630203) ‎ (← links)
• Nonparametric bootstrap tests for neglected nonlinearity in time series regression models^∗ (Q2744171) ‎ (← links)
• On the forecasting ability of ARFIMA models when infrequent breaks occur (Q3023032) ‎ (← links)
• ARE UK SHARE PRICES TOO HIGH? FUNDAMENTAL VALUE OR NEW ERA (Q3393940) ‎ (← links)
• STOCHASTIC UNIT ROOT MODELS (Q3434190) ‎ (← links)
• The Volatility of Realized Volatility (Q3539863) ‎ (← links)
• Why Aggregate Long Memory Time Series? (Q3539877) ‎ (← links)
• APPARENT LONG MEMORY IN TIME SERIES AS AN ARTIFACT OF A TIME-VARYING MEAN: CONSIDERING ALTERNATIVES TO THE FRACTIONALLY INTEGRATED MODEL (Q3583032) ‎ (← links)
• Volatility is rough (Q4554473) ‎ (← links)
• DIAGNOSTIC CHECKING FOR THE ADEQUACY OF NONLINEAR TIME SERIES MODELS (Q4562549) ‎ (← links)
• A Dependence Metric for Possibly Nonlinear Processes (Q4677035) ‎ (← links)
• SMOOTH TRANSITION AUTOREGRESSIVE MODELS — A SURVEY OF RECENT DEVELOPMENTS (Q4817926) ‎ (← links)
• First‐Order Autoregressive Processes with Heterogeneous Persistence (Q4828156) ‎ (← links)
• A new simple test against spurious long memory using temporal aggregation (Q4914973) ‎ (← links)
• Long Memory, Realized Volatility and Heterogeneous Autoregressive Models (Q5226150) ‎ (← links)
• Forecasting realised volatility using ARFIMA and HAR models (Q5235453) ‎ (← links)
• Relative forecasting performance of volatility models: Monte Carlo evidence (Q5397468) ‎ (← links)
• A NOISE TRADER MODEL AS A GENERATOR OF APPARENT FINANCIAL POWER LAWS AND LONG MEMORY (Q5439973) ‎ (← links)
• How can we Define the Concept of Long Memory? An Econometric Survey (Q5466754) ‎ (← links)
• A specification test for dynamic conditional distribution models with function-valued parameters (Q5861041) ‎ (← links)
• Long memory and regime switching (Q5952029) ‎ (← links)