Pages that link to "Item:Q961412"
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The following pages link to Testing volatility autocorrelation in the constant elasticity of variance stochastic volatility model (Q961412):
Displaying 5 items.
- Testing for the Box-Cox parameter for an integrated process (Q1942730) (← links)
- CEV model equipped with the long-memory (Q2226287) (← links)
- On the estimation of non linear functions in stochastic volatility models (Q5079046) (← links)
- Bayesian analysis of constant elasticity of variance models (Q5430339) (← links)
- Testing for EGARCH Against Stochastic Volatility Models (Q5467599) (← links)