Pages that link to "Item:Q3368398"
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The following pages link to Can GARCH Models Capture Long-Range Dependence? (Q3368398):
Displaying 4 items.
- Asymmetric multivariate normal mixture GARCH (Q961408) (← links)
- A GMM procedure for combining volatility forecasts (Q1023635) (← links)
- The influence of heteroskedastic variances on cointegration tests: a comparison using Monte Carlo simulations (Q2255776) (← links)
- A higher-order hidden Markov chain-modulated model for asset allocation (Q2434780) (← links)