Pages that link to "Item:Q3368402"
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The following pages link to Dual Long Memory in Inflation Dynamics across Countries of the Euro Area and the Link between Inflation Uncertainty and Macroeconomic Performance (Q3368402):
Displayed 5 items.
- Non-negativity conditions for the hyperbolic GARCH model (Q736540) (← links)
- The volume-volatility relationship and the opening of the Korean stock market to foreign investors after the financial turmoil in 1997 (Q867692) (← links)
- The impulse response function of the long memory GARCH process (Q1928718) (← links)
- On the order of integration of monthly US ex-ante and ex-post real interest rates: new evidence from over a century of data (Q1929021) (← links)
- Bayesian estimation of Gegenbauer long memory processes with stochastic volatility: methods and applications (Q2691760) (← links)