Pages that link to "Item:Q1584769"
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The following pages link to Semiparametric estimation of long-memory volatility dependencies: The role of high-frequency data (Q1584769):
Displaying 15 items.
- Gaussian semiparametric estimation of multivariate fractionally integrated processes (Q145474) (← links)
- Modelling structural breaks, long memory and stock market volatility: an overview (Q265098) (← links)
- Long-memory and heterogeneous components in high frequency Pacific-Basin exchange rate volatility (Q867688) (← links)
- Financial econometrics: Past developments and future challenges (Q1841086) (← links)
- Long memory in high frequency foreign exchange rates: Hurst exponents dependence on data aggregation (Q2810018) (← links)
- Temporal aggregation of lognormal AR processes (Q2851991) (← links)
- More on the volatility-trading volume relationship in emerging markets: The Chinese stock market (Q3184496) (← links)
- When Moving‐Average Models Meet High‐Frequency Data: Uniform Inference on Volatility (Q3390570) (← links)
- Long-memory in high-frequency exchange rate volatility under temporal aggregation (Q3502187) (← links)
- TOWARDS A MULTIFRACTAL PARADIGM OF STOCHASTIC VOLATILITY? (Q4662048) (← links)
- LOG-PERIODOGRAM ESTIMATION OF LONG MEMORY VOLATILITY DEPENDENCIES WITH CONDITIONALLY HEAVY TAILED RETURNS (Q4817431) (← links)
- ESTIMATING THE PERSISTENCE AND THE AUTOCORRELATION FUNCTION OF A TIME SERIES THAT IS MEASURED WITH ERROR (Q4979934) (← links)
- Semiparametric estimation and inference on the fractal index of Gaussian and conditionally Gaussian time series data (Q5861006) (← links)
- Market integration, systemic risk and diagnostic tests in large mixed panels (Q5861058) (← links)
- The memory of stochastic volatility models (Q5932777) (← links)
