Pages that link to "Item:Q5933672"
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The following pages link to Semiparametric estimation of the intensity of long memory in conditional heteroskedasticity. (Q5933672):
Displaying 4 items.
- Testing for bubbles and change-points (Q953776) (← links)
- Rescaled variance and related tests for long memory in volatility and levels (Q1868970) (← links)
- On discriminating between long-range dependence and changes in mean (Q2500449) (← links)
- How can we Define the Concept of Long Memory? An Econometric Survey (Q5466754) (← links)
