Pages that link to "Item:Q1126491"

The following pages link to Fractionally integrated generalized autoregressive conditional heteroskedasticity (Q1126491):

Displaying 21 items.

• A fractionally integrated Wishart stochastic volatility model (Q5864454) (← links)
• Jump detection in high-frequency financial data using wavelets (Q5880608) (← links)
• Calculating and analyzing impulse responses for the vector ARFIMA model. (Q5940890) (← links)
• A generalized bivariate mixture model for stock price volatility and trading volume (Q5944504) (← links)
• A goodness-of-fit test for ARCH(\(\infty\)) models (Q5965496) (← links)
• Volatility is (mostly) path-dependent (Q6053108) (← links)
• The EWMA Heston model (Q6101022) (← links)
• Review of statistical approaches for modeling high-frequency trading data (Q6108877) (← links)
• A Statistical Recurrent Stochastic Volatility Model for Stock Markets (Q6149855) (← links)
• Volatility prediction comparison via robust volatility proxies: an empirical deviation perspective (Q6150535) (← links)
• Coupled GARCH(1,1) model (Q6158437) (← links)
• We modeled long memory with just one lag! (Q6175544) (← links)
• Robust testing for explosive behavior with strongly dependent errors (Q6193068) (← links)
• Burn-in selection in simulating stationary time series (Q6554246) (← links)
• Long Memory Factor Model: On Estimation of Factor Memories (Q6620900) (← links)
• Semiparametric Tests for the Order of Integration in the Possible Presence of Level Breaks (Q6620910) (← links)
• An Econometric Analysis of Volatility Discovery (Q6626277) (← links)
• Testing for an Omitted Multiplicative Long-Term Component in GARCH Models (Q6626297) (← links)
• Quasi-maximum likelihood estimation of long-memory linear processes (Q6635297) (← links)
• DeepVol: volatility forecasting from high-frequency data with dilated causal convolutions (Q6657687) (← links)
• Long-memory log-linear zero-inflated generalized Poisson autoregression for COVID-19 pandemic modeling (Q6671932) (← links)