Pages that link to "Item:Q1377319"
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The following pages link to The detection and estimation of long memory in stochastic volatility (Q1377319):
Displaying 6 items.
- Modeling and forecasting of stock index volatility with APARCH models under ordered restriction (Q6066209) (← links)
- Change-Point Tests for the Tail Parameter of Long Memory Stochastic Volatility Time Series (Q6092958) (← links)
- THE FRACTIONAL VOLATILITY MODEL AND ROUGH VOLATILITY (Q6095480) (← links)
- A Statistical Recurrent Stochastic Volatility Model for Stock Markets (Q6149855) (← links)
- We modeled long memory with just one lag! (Q6175544) (← links)
- Parameter Estimation Robust to Low-Frequency Contamination (Q6616635) (← links)