The following pages link to (Q3580294):
Displaying 18 items.
- Econometric estimation in long-range dependent volatility models: theory and practice (Q299258) (← links)
- A multiple regime smooth transition heterogeneous autoregressive model for long memory and asymmetries (Q299262) (← links)
- Forecasting co-volatilities via factor models with asymmetry and long memory in realized covariance (Q888317) (← links)
- Sample quantile analysis for long-memory stochastic volatility models (Q888329) (← links)
- Estimation of stochastic volatility with LRD (Q929714) (← links)
- Bayesian parameter estimation and prediction in mean reverting stochastic diffusion models (Q1000051) (← links)
- Gaussian inference on certain long-range dependent volatility models (Q1398961) (← links)
- Realized stochastic volatility with leverage and long memory (Q1623559) (← links)
- Long memory and asymmetry for matrix-exponential dynamic correlation processes (Q1695662) (← links)
- Realized matrix-exponential stochastic volatility with asymmetry, long memory and higher-moment spillovers (Q2116339) (← links)
- A dynamic factor model with stylized facts to forecast volatility for an optimal portfolio (Q2163718) (← links)
- Bayesian estimation of Gegenbauer long memory processes with stochastic volatility: methods and applications (Q2691760) (← links)
- Markov chain Monte Carlo methods for Bayesian long memory stochastic volatility models (Q2916623) (← links)
- LONG-RANGE DEPENDENT COMMON FACTOR MODELS: A BAYESIAN APPROACH (Q4540642) (← links)
- Long memory stochastic volatility : A bayesian approach (Q4550616) (← links)
- Semiparametric Bayesian Inference of Long‐Memory Stochastic Volatility Models (Q4677047) (← links)
- Monte Carlo Maximum Likelihood Estimation for Generalized Long-Memory Time Series Models (Q5864370) (← links)
- Estimation and forecasting of long memory stochastic volatility models (Q6039116) (← links)
