Pages that link to "Item:Q2070693"
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The following pages link to The long memory HEAVY process: modeling and forecasting financial volatility (Q2070693):
Displaying 3 items.
- Long-term memory and applying the multi-factor ARFIMA models in financial markets (Q1421699) (← links)
- Long memory estimation in a non-Gaussian bivariate process (Q2668362) (← links)
- Combining long memory and level shifts in modelling and forecasting the volatility of asset returns (Q4554429) (← links)
