Pages that link to "Item:Q299262"
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The following pages link to A multiple regime smooth transition heterogeneous autoregressive model for long memory and asymmetries (Q299262):
Displaying 27 items.
- Robust inference in nonlinear models with mixed identification strength (Q496160) (← links)
- Estimation and inference in unstable nonlinear least squares models (Q528129) (← links)
- Forecasting realized volatility: a review (Q1622112) (← links)
- Infinite-order, long-memory heterogeneous autoregressive models (Q1623535) (← links)
- Fractionally differenced Gegenbauer processes with long memory: a review (Q1630399) (← links)
- Asymptotic theory for regressions with smoothly changing parameters (Q1695562) (← links)
- Quantile forecasts for financial volatilities based on parametric and asymmetric models (Q1726164) (← links)
- Long memory and nonlinearities in realized volatility: a Markov switching approach (Q1927150) (← links)
- A trend-switching financial time series model with level-duration dependence (Q1954678) (← links)
- A self-normalization test for correlation change (Q2208630) (← links)
- Specification and structural break tests for additive models with applications to realized variance data (Q2354863) (← links)
- Modeling tick-by-tick realized correlations (Q2445693) (← links)
- Forecasting the realized variance of the log-return of Korean won US dollar exchange rate addressing jumps both in stock-trading time and in overnight (Q2515853) (← links)
- The implied arbitrage mechanism in financial markets (Q2658799) (← links)
- Modeling time-varying parameters using artificial neural networks: a GARCH illustration (Q2700575) (← links)
- Fuzzy Autoregressive Rules: Towards Linguistic Time Series Modeling (Q3019211) (← links)
- Realized Volatility: A Review (Q3539862) (← links)
- Time-varying multi-regime models fitting by genetic algorithms (Q4979105) (← links)
- Markov switch smooth transition HYGARCH model: Stability and estimation (Q5077192) (← links)
- True Versus Spurious Long Memory: Some Theoretical Results and a Monte Carlo Comparison (Q5080517) (← links)
- Nonlinear high-frequency stock market time series: Modeling and combine forecast evaluations (Q5082682) (← links)
- Long Memory, Realized Volatility and Heterogeneous Autoregressive Models (Q5226150) (← links)
- Sparse Change-point HAR Models for Realized Variance (Q5860933) (← links)
- Proximity-Structured Multivariate Volatility Models (Q5863553) (← links)
- Comparing the performances of symmetric and asymmetric generalized autoregressive conditionally heteroscedasticity models based on long-memory models under different distributions (Q6172132) (← links)
- Nonparametric Estimation and Forecasting for Time-Varying Coefficient Realized Volatility Models (Q6623164) (← links)
- A Smooth Transition Finite Mixture Model for Accommodating Unobserved Heterogeneity (Q6626333) (← links)
