Pages that link to "Item:Q1927744"

The following pages link to Modelling squared returns using a SETAR model with long-memory dynamics (Q1927744):

Displaying 7 items.

• A simple fractionally integrated model with a time-varying long memory parameter \(d_t\) (Q928150) (← links)
• A generalized ARFIMA model with smooth transition fractional integration parameter (Q1695690) (← links)
• Modelling squared returns using a SETAR model with long-memory dynamics (Q1927744) (← links)
• Time-varying persistence of inflation: evidence from a wavelet-based approach (Q2691719) (← links)
• Forecasting realised volatility using ARFIMA and HAR models (Q5235453) (← links)
• How can we Define the Concept of Long Memory? An Econometric Survey (Q5466754) (← links)
• Regimes and long memory in realized volatility (Q5881709) (← links)