Pages that link to "Item:Q5430498"
From MaRDI portal
The following pages link to Contemporaneous aggregation of GARCH processes (Q5430498):
Displaying 17 items.
- Aggregation and memory of models of changing volatility (Q278251) (← links)
- Aggregation and marginalization of GARCH processes: some further results (Q478343) (← links)
- Aggregation of random-coefficient AR(1) process with infinite variance and common innovations (Q847911) (← links)
- Conditionally heteroscedastic unobserved component models and their reduced form (Q974179) (← links)
- Near-integrated GARCH sequences (Q1774201) (← links)
- Marginalization and contemporaneous aggregation in multivariate GARCH processes (Q1915440) (← links)
- Asymptotic behavior of weakly dependent aggregated processes (Q1945281) (← links)
- Modelling long memory and structural breaks in conditional variances: an adaptive FIGARCH approach (Q2270553) (← links)
- Factor representing portfolios in large asset markets (Q2439044) (← links)
- From short to long memory: aggregation and estimation (Q2445699) (← links)
- Limit theorems for aggregated linear processes (Q2837758) (← links)
- AGGREGATION OF THE RANDOM COEFFICIENT GLARCH(1,1) PROCESS (Q3557547) (← links)
- Causality and forecasting in temporally aggregated multivariate GARCH processes (Q3566442) (← links)
- Asymptotic normality of the mixture density estimator in a disaggregation scheme (Q3569212) (← links)
- Aggregation of a random-coefficient ar(1) process with infinite variance and idiosyncratic innovations (Q3578042) (← links)
- Contemporaneous aggregation of GARCH processes (Q5430498) (← links)
- An Exponential Continuous-Time GARCH Process (Q5448745) (← links)
