Pages that link to "Item:Q1000525"
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The following pages link to Testing for serial correlation in the presence of stochastic volatility (Q1000525):
Displaying 6 items.
- Testing for non-correlation between price and volatility jumps (Q515135) (← links)
- Testing for a slowly changing level with special reference to stochastic volatility (Q1305654) (← links)
- Testing serial correlations in high-dimensional time series via extreme value theory (Q2305977) (← links)
- A Durbin–Watson serial correlation test for ARX processes via excited adaptive tracking (Q2799302) (← links)
- A quasi-locally most powerful test for correlation in the conditional variance of positive data (Q2802749) (← links)
- Dynamic Asymmetric Leverage in Stochastic Volatility Models (Q5697355) (← links)