Pages that link to "Item:Q5393932"
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The following pages link to Estimating Long Memory in Volatility (Q5393932):
Displaying 13 items.
- Distinguishing short and long memory volatility specifications (Q3548528) (← links)
- FRACTIONAL COINTEGRATION IN STOCHASTIC VOLATILITY MODELS (Q3632416) (← links)
- Combining long memory and level shifts in modelling and forecasting the volatility of asset returns (Q4554429) (← links)
- TESTING FOR LONG MEMORY IN VOLATILITY (Q4807333) (← links)
- Broadband semi-parametric estimation of long-memory time series by fractional exponential models (Q4979100) (← links)
- ESTIMATING THE PERSISTENCE AND THE AUTOCORRELATION FUNCTION OF A TIME SERIES THAT IS MEASURED WITH ERROR (Q4979934) (← links)
- Semiparametric Inference in Correlated Long Memory Signal Plus Noise Models (Q5080154) (← links)
- Estimation of Long Memory in Integrated Variance (Q5080471) (← links)
- Wavelet semi-parametric inference for long memory in volatility in the presence of a trend (Q5106867) (← links)
- NEARLY OPTIMAL TEST FOR LONG-RUN PREDICTABILITY WITH NEARLY INTEGRATED REGRESSORS (Q5859569) (← links)
- Estimation and forecasting of long memory stochastic volatility models (Q6039116) (← links)
- We modeled long memory with just one lag! (Q6175544) (← links)
- On Estimation of Hurst Parameter Under Noisy Observations (Q6623197) (← links)
