Pages that link to "Item:Q626266"

The following pages link to Empirical wavelet analysis of tail and memory properties of LARCH and FIGARCH models (Q626266):

Displayed 2 items.

• On robust tail index estimation for linear long-memory processes (Q2931590) ‎ (← links)
• Relative forecasting performance of volatility models: Monte Carlo evidence (Q5397468) ‎ (← links)