Pages that link to "Item:Q4554429"

The following pages link to Combining long memory and level shifts in modelling and forecasting the volatility of asset returns (Q4554429):

Displayed 2 items.

• An integrated heteroscedastic autoregressive model for forecasting realized volatilities (Q530371) ‎ (← links)
• Modified local Whittle estimator for long memory processes in the presence of low frequency (and other) contaminations (Q2511800) ‎ (← links)