Pages that link to "Item:Q4556513"
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The following pages link to Testing the CVAR in the Fractional CVAR Model (Q4556513):
Displaying 7 items.
- The cointegrated vector autoregressive model with general deterministic terms (Q1652953) (← links)
- Consumption, aggregate wealth and expected stock returns: an FCVAR approach (Q2046049) (← links)
- Theory and applications of financial chaos index (Q2070531) (← links)
- Likelihood-based tests for parameter constancy in \(I(2)\) CVAR models with an application to fixed-term deposit data (Q2181730) (← links)
- CVA in fractional and rough volatility models (Q2700343) (← links)
- Nonstationary Cointegration in the Fractionally Cointegrated VAR Model (Q5226145) (← links)
- (Q5324635) (← links)