Pages that link to "Item:Q5289304"
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The following pages link to Common Persistence in Conditional Variances (Q5289304):
Displayed 21 items.
- Testing for multivariate autoregressive conditional heteroskedasticity using wavelets (Q1010560) (← links)
- Fractionally integrated generalized autoregressive conditional heteroskedasticity (Q1126491) (← links)
- ARCH modeling in finance. A review of the theory and empirical evidence (Q1185104) (← links)
- Prediction in dynamic models with time-dependent conditional variances (Q1185107) (← links)
- Testing for serial correlation in multivariate regression models (Q1305639) (← links)
- Local scale models. State space alternative to integraded GARCH processes (Q1318993) (← links)
- Long-range dependence in the conditional variance of stock returns (Q1331844) (← links)
- Stochastic volatility in asset prices. Estimation with simulated maximum likelihood (Q1341202) (← links)
- Heteroscedasticity in non-stationary time series, some Monte Carlo evidence (Q1342771) (← links)
- Estimating continuous-time stochastic volatility models of the short-term interest rate (Q1362071) (← links)
- Value at risk calculation through ARCH factor methodology: Proposal and comparative analysis. (Q1406485) (← links)
- Scaling properties of foreign exchange volatility (Q1588872) (← links)
- Financial econometrics: Past developments and future challenges (Q1841086) (← links)
- Marginalization and contemporaneous aggregation in multivariate GARCH processes (Q1915440) (← links)
- Modeling and pricing long memory in stock market volatility (Q1922362) (← links)
- An Alternative Methodology for Combining Different Forecasting Models (Q3604103) (← links)
- ASYMPTOTIC THEORY FOR A FACTOR GARCH MODEL (Q3632428) (← links)
- Stability conditions for a bivariate arch system which is cointegrated in mean (Q4275853) (← links)
- (Q4512130) (← links)
- A Note on Unit Root Tests and GARCH Errors: A Simulation Experiment (Q5451141) (← links)
- AN EXTENDED CONSTANT CONDITIONAL CORRELATION GARCH MODEL AND ITS FOURTH-MOMENT STRUCTURE (Q5696353) (← links)