Pages that link to "Item:Q1931658"
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The following pages link to Real time estimation of stochastic volatility processes (Q1931658):
Displaying 5 items.
- Real-time forecast evaluation of DSGE models with stochastic volatility (Q1676378) (← links)
- Long memory and regime switching in the stochastic volatility modelling (Q2678633) (← links)
- Self-weighted recursive estimation of GARCH models (Q4563409) (← links)
- On a real-time scheme for the estimation of volatility (Q5421244) (← links)
- A simulation study on the Markov regime-switching zero-drift GARCH model (Q6148769) (← links)