Pages that link to "Item:Q4817431"
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The following pages link to LOG-PERIODOGRAM ESTIMATION OF LONG MEMORY VOLATILITY DEPENDENCIES WITH CONDITIONALLY HEAVY TAILED RETURNS (Q4817431):
Displaying 5 items.
- Local polynomial Whittle estimation of perturbed fractional processes (Q738169) (← links)
- Gaussian inference on certain long-range dependent volatility models (Q1398961) (← links)
- Long-memory in high-frequency exchange rate volatility under temporal aggregation (Q3502187) (← links)
- The Slow Convergence of Ordinary Least Squares Estimators of <i>α</i>, <i>β</i> and Portfolio Weights under Long‐Memory Stochastic Volatility (Q5226148) (← links)
- Fractional differencing in discrete time (Q5746753) (← links)
