Pages that link to "Item:Q2445719"
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The following pages link to Forecasting volatility under fractality, regime-switching, long memory and Student-\(t\) innovations (Q2445719):
Displaying 16 items.
- Volatility comovement: a multifrequency approach (Q292013) (← links)
- Clustering financial time series: new insights from an extended hidden Markov model (Q319224) (← links)
- A new model for explaining long-range correlations in human time interval production (Q434977) (← links)
- Correcting and combining time series forecasters (Q470161) (← links)
- Financial power laws: empirical evidence, models, and mechanisms (Q508271) (← links)
- Goodness-of-fit testing for the marginal distribution of regime-switching models with an application to electricity spot prices (Q1621243) (← links)
- On the estimation and diagnostic checking of the ARFIMA-HYGARCH model (Q1927143) (← links)
- Long memory and nonlinearities in realized volatility: a Markov switching approach (Q1927150) (← links)
- Time-varying NoVaS versus GARCH: point prediction, volatility estimation and prediction intervals (Q2019875) (← links)
- Forecasting volatility in bitcoin market (Q2022929) (← links)
- Copulas-based time series combined forecasters (Q2282308) (← links)
- A Markov-switching regression model with non-Gaussian innovations: estimation and testing (Q2691700) (← links)
- Statistical tests of distributional scaling properties for financial return series (Q4554491) (← links)
- Relative forecasting performance of volatility models: Monte Carlo evidence (Q5397468) (← links)
- Modelling intermittent anomalous diffusion with switching fractional Brownian motion (Q6559794) (← links)
- Extreme risk measurement of carbon market considering multifractal characteristics (Q6594989) (← links)
