Pages that link to "Item:Q1020691"
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The following pages link to Generalised long-memory GARCH models for intra-daily volatility (Q1020691):
Displaying 19 items.
- Misspecification tests for periodic long memory GARCH models (Q257484) (← links)
- Dynamic behavior of volatility in a nonstationary generalized regime-switching GARCH model (Q286453) (← links)
- Estimation and pricing under long-memory stochastic volatility (Q470523) (← links)
- Implied volatility in oil markets (Q961396) (← links)
- Generalised long-memory GARCH models for intra-daily volatility (Q1020691) (← links)
- Intra-daily information of range-based volatility for MEM-GARCH (Q1025346) (← links)
- Covariance stationary GARCH-family models with long memory property (Q1031773) (← links)
- Seasonal FIEGARCH processes (Q1615155) (← links)
- Identification of long memory in GARCH models (Q1766999) (← links)
- Estimation methods for stationary Gegenbauer processes (Q2110339) (← links)
- Cointegrated dynamics for a generalized long memory process: application to interest rates (Q2196655) (← links)
- Bayesian estimation of Gegenbauer long memory processes with stochastic volatility: methods and applications (Q2691760) (← links)
- On the Transmission of Memory in Garch‐in‐Mean Models (Q3192402) (← links)
- Periodic Long-Memory GARCH Models (Q3615077) (← links)
- Precious metals under the microscope: a high-frequency analysis (Q4683093) (← links)
- Non‐linear GARCH models for highly persistent volatility (Q5703229) (← links)
- Asymmetric long memory GARCH in exchange return. (Q5941467) (← links)
- Augmenting the realized-GARCH: the role of signed-jumps, attenuation-biases and long-memory effects (Q6138236) (← links)
- Modelling cycles in climate series: the fractional sinusoidal waveform process (Q6190945) (← links)
