Pages that link to "Item:Q4647598"
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The following pages link to Volatility processes and volatility forecast with long memory (Q4647598):
Displaying 11 items.
- The effect of long memory in volatility on location estimation (Q987070) (← links)
- Forecasting volatility and volume in the Tokyo stock market: Long memory, fractality and regime switching (Q1017067) (← links)
- Forecasting value-at-risk in turbulent stock markets via the local regularity of the price process (Q2127364) (← links)
- Estimation of long memory in volatility using wavelets (Q2691712) (← links)
- Combining long memory and level shifts in modelling and forecasting the volatility of asset returns (Q4554429) (← links)
- Market heterogeneities and the causal structure of volatility (Q4647275) (← links)
- TESTING FOR LONG MEMORY IN VOLATILITY (Q4807333) (← links)
- The Zumbach effect under rough Heston (Q5121491) (← links)
- Турбулентность и модель мультипликативного каскада волатильности (Q5141845) (← links)
- Stochastic regularization for the mean-variance allocation scheme (Q5234343) (← links)
- Statistical methods for decision support systems in finance: how Benford's law predicts financial risk (Q6666701) (← links)