Pages that link to "Item:Q4807333"
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The following pages link to TESTING FOR LONG MEMORY IN VOLATILITY (Q4807333):
Displaying 13 items.
- Misspecification tests for periodic long memory GARCH models (Q257484) (← links)
- Asymptotics for duration-driven long range dependent processes (Q289190) (← links)
- Local asymptotic powers of nonparametric and semiparametric tests for fractional integration (Q867849) (← links)
- Estimation of the volatility persistence in a discretely observed diffusion model (Q936399) (← links)
- Testing for a slowly changing level with special reference to stochastic volatility (Q1305654) (← links)
- Gaussian inference on certain long-range dependent volatility models (Q1398961) (← links)
- A test of the long memory hypothesis based on self-similarity (Q1695666) (← links)
- Some long-range dependence processes arising from fluctuations of particle systems (Q1776822) (← links)
- Rescaled variance and related tests for long memory in volatility and levels (Q1868970) (← links)
- Time-invariant restrictions of volatility functionals: efficient estimation and specification tests (Q2182138) (← links)
- Distinguishing short and long memory volatility specifications (Q3548528) (← links)
- Semiparametric Inference in Correlated Long Memory Signal Plus Noise Models (Q5080154) (← links)
- Estimating Long Memory in Volatility (Q5393932) (← links)
