The following pages link to (Q5688319):
Displaying 9 items.
- Modelling structural breaks, long memory and stock market volatility: an overview (Q265098) (← links)
- Aggregation and memory of models of changing volatility (Q278251) (← links)
- Nonlinear time series with long memory: A model for stochastic volatility (Q1299552) (← links)
- Gaussian inference on certain long-range dependent volatility models (Q1398961) (← links)
- Semiparametric estimation of long-memory volatility dependencies: The role of high-frequency data (Q1584769) (← links)
- A model for long memory conditional heteroscedasticity. (Q1872488) (← links)
- Pseudo-maximum likelihood estimation of \(\text{ARCH}(\infty)\) models (Q2500446) (← links)
- Estimating the memory parameter for potentially non-linear and non-Gaussian time series with wavelets (Q5030162) (← links)
- A new estimator for LARCH processes (Q6148345) (← links)
