The following pages link to (Q3433265):
Displaying 16 items.
- Fractionally integrated time varying GARCH model (Q257572) (← links)
- Breaks and persistency: macroeconomic causes of stock market volatility (Q292011) (← links)
- Locally stationary long memory estimation (Q544490) (← links)
- On a nonparametric change point detection model in Markovian regimes (Q899057) (← links)
- Testing for a change in mean under fractional integration (Q1695680) (← links)
- A new fluctuation test for constant variances with applications to finance (Q1928381) (← links)
- Real time estimation of stochastic volatility processes (Q1931658) (← links)
- Time-varying NoVaS versus GARCH: point prediction, volatility estimation and prediction intervals (Q2019875) (← links)
- Modelling long memory and structural breaks in conditional variances: an adaptive FIGARCH approach (Q2270553) (← links)
- On distinguishing multiple changes in mean and long-range dependence using local Whittle estimation (Q2509807) (← links)
- Strategic long-term financial risks: single risk factors (Q2574059) (← links)
- Long memory and regime switching in the stochastic volatility modelling (Q2678633) (← links)
- Time-varying asymmetry and tail thickness in long series of daily financial returns (Q2691782) (← links)
- Statistical tests for a single change in mean against long-range dependence (Q2930908) (← links)
- Adaptive pointwise estimation in time-inhomogeneous conditional heteroscedasticity models (Q3161675) (← links)
- Estimation and prediction of time-varying GARCH models through a state-space representation: a computational approach (Q5106937) (← links)
