Pages that link to "Item:Q6039116"

The following pages link to Estimation and forecasting of long memory stochastic volatility models (Q6039116):

Displaying 9 items.

• Estimation and pricing under long-memory stochastic volatility (Q470523) (← links)
• Statistical estimation for CAPM with long-memory dependence (Q764801) (← links)
• Sample quantile analysis for long-memory stochastic volatility models (Q888329) (← links)
• The effect of long memory in volatility on location estimation (Q987070) (← links)
• The detection and estimation of long memory in stochastic volatility (Q1377319) (← links)
• Forecasting value-at-risk in turbulent stock markets via the local regularity of the price process (Q2127364) (← links)
• Estimation of \(\alpha, \beta\) and portfolio weights in a pure-jump model with long memory in volatility (Q2145810) (← 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)