Pages that link to "Item:Q3594915"
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The following pages link to Non‐trading day effects in asymmetric conditional and stochastic volatility models (Q3594915):
Displaying 3 items.
- A multiple regime smooth transition heterogeneous autoregressive model for long memory and asymmetries (Q299262) (← links)
- Nonparametric analysis of the Shenzhen stock market: the day of the week effect (Q1931043) (← links)
- Stylised facts of financial time series and hidden Markov models in continuous time (Q4683084) (← links)