Pages that link to "Item:Q5881709"
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The following pages link to Regimes and long memory in realized volatility (Q5881709):
Displaying 3 items.
- Forecasting volatility and volume in the Tokyo stock market: Long memory, fractality and regime switching (Q1017067) (← links)
- Long memory and nonlinearities in realized volatility: a Markov switching approach (Q1927150) (← links)
- Bayesian estimation of Gegenbauer long memory processes with stochastic volatility: methods and applications (Q2691760) (← links)