Pages that link to "Item:Q1766999"
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The following pages link to Identification of long memory in GARCH models (Q1766999):
Displaying 10 items.
- Misspecification tests for periodic long memory GARCH models (Q257484) (← links)
- Behaviour of skewness, kurtosis and normality tests in long memory data (Q257542) (← links)
- The volume-volatility relationship and the opening of the Korean stock market to foreign investors after the financial turmoil in 1997 (Q867692) (← links)
- Covariance stationary GARCH-family models with long memory property (Q1031773) (← links)
- Analytic Hessian matrices and the computation of FIGARCH estimates (Q1766976) (← links)
- The impulse response function of the long memory GARCH process (Q1928718) (← links)
- Long memory with Markov-switching GARCH (Q1934779) (← links)
- On the Transmission of Memory in Garch‐in‐Mean Models (Q3192402) (← links)
- Periodic Long-Memory GARCH Models (Q3615077) (← links)
- Asymmetric long memory GARCH in exchange return. (Q5941467) (← links)