Pages that link to "Item:Q2678633"
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The following pages link to Long memory and regime switching in the stochastic volatility modelling (Q2678633):
Displaying 4 items.
- The detection and estimation of long memory in stochastic volatility (Q1377319) (← links)
- Long memory with Markov-switching GARCH (Q1934779) (← links)
- Combining long memory and level shifts in modelling and forecasting the volatility of asset returns (Q4554429) (← links)
- A Regime-Switching Model of Long-Term Stock Returns (Q5718204) (← links)