Pages that link to "Item:Q4563388"
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The following pages link to Do we need the constant term in the heterogenous autoregressive model for forecasting realized volatilities? (Q4563388):
Displaying 4 items.
- An integrated heteroscedastic autoregressive model for forecasting realized volatilities (Q530371) (← links)
- Forecasting realized volatility: a review (Q1622112) (← links)
- Infinite-order, long-memory heterogeneous autoregressive models (Q1623535) (← links)
- Forecasts for leverage heterogeneous autoregressive models with jumps and other covariates (Q4687678) (← links)