Pages that link to "Item:Q1852934"
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The following pages link to On the power of the Augmented Dickey--Fuller test against fractional alternatives using bootstrap. (Q1852934):
Displaying 4 items.
- An integrated heteroscedastic autoregressive model for forecasting realized volatilities (Q530371) (← links)
- A test for fractional cointegration using the sieve bootstrap (Q1019511) (← links)
- A sequential procedure for testing the existence of a random walk model in finite samples (Q3532731) (← links)
- Vector error correction heterogeneous autoregressive forecast model of realized volatility and implied volatility (Q5085946) (← links)
