Pages that link to "Item:Q1588307"
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The following pages link to Modeling long memory in stock market volatility (Q1588307):
Displaying 33 items.
- Generating schemes for long memory processes: regimes, aggregation and linearity (Q265026) (← links)
- Modelling structural breaks, long memory and stock market volatility: an overview (Q265098) (← links)
- Renewal regime switching and stable limit laws (Q265118) (← links)
- Asymptotics for duration-driven long range dependent processes (Q289190) (← links)
- The autocorrelation function behavior of regime switching models: an empirical approach (Q392531) (← links)
- A new model for explaining long-range correlations in human time interval production (Q434977) (← links)
- The role of communication and imitation in limit order markets (Q977765) (← links)
- Volatility persistence and switching ARCH in Japanese stock returns (Q1000420) (← links)
- Forecasting volatility and volume in the Tokyo stock market: Long memory, fractality and regime switching (Q1017067) (← links)
- Modelling long-memory volatilities with leverage effect: A-LMSV versus FIEGARCH (Q1023615) (← links)
- Long memory and stochastic trend. (Q1424482) (← links)
- Cross-validated SNP density estimates (Q1858960) (← links)
- Long memory and nonlinearities in realized volatility: a Markov switching approach (Q1927150) (← links)
- Modelling squared returns using a SETAR model with long-memory dynamics (Q1927744) (← links)
- Structural change and estimated persistence in the \(GARCH(1,1)\)-model (Q1934140) (← links)
- On almost sure limit theorems for heavy-tailed products of long-range dependent linear processes (Q2169070) (← links)
- Volatility in the stock market: ANN versus parametric models (Q2241108) (← links)
- Long-run comovements in East Asian stock market volatility (Q2416241) (← links)
- Long-Memory and Level Shifts in the Volatility of Stock Market Return Indices (Q3160947) (← links)
- On a random-coefficient AR(1) process with heavy-tailed renewal switching coefficient and heavy-tailed noise (Q3410924) (← links)
- Estimation of Time Varying Skewness and Kurtosis with an Application to Value at Risk (Q3574763) (← links)
- Random coefficient autoregression, regime switching and long memory (Q4467509) (← links)
- Combining long memory and level shifts in modelling and forecasting the volatility of asset returns (Q4554429) (← links)
- A duscrete-time model of high-frequency stock returns (Q4610219) (← links)
- TESTING FOR LONG MEMORY IN VOLATILITY (Q4807333) (← links)
- First‐Order Autoregressive Processes with Heterogeneous Persistence (Q4828156) (← links)
- Estimating the memory parameter for potentially non-linear and non-Gaussian time series with wavelets (Q5030162) (← links)
- Fractionally integrated GARCH model with tempered stable distribution: a simulation study (Q5138749) (← links)
- QUANTILE PERIODOGRAM AND TIME‐DEPENDENT VARIANCE (Q5176760) (← links)
- How can we Define the Concept of Long Memory? An Econometric Survey (Q5466754) (← links)
- Modeling and forecasting persistent financial durations (Q5864631) (← links)
- Regimes and long memory in realized volatility (Q5881709) (← links)
- Long memory and regime switching (Q5952029) (← links)
