Pages that link to "Item:Q2451401"
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The following pages link to Spurious persistence in stochastic volatility (Q2451401):
Displaying 4 items.
- On the origin of high persistence in GARCH-models (Q429135) (← links)
- Adaptive hyperbolic asymmetric power ARCH (A-HY-APARCH) model: stability and estimation (Q2219432) (← links)
- Flexible Fourier form for volatility breaks (Q2691729) (← links)
- The Effects of Structural Breaks in ARCH and GARCH Parameters on Persistence of GARCH Models (Q3625281) (← links)