Pages that link to "Item:Q4828181"
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The following pages link to On the Autocorrelation Properties of Long‐Memory GARCH Processes (Q4828181):
Displaying 15 items.
- Fractionally integrated time varying GARCH model (Q257572) (← links)
- Non-negativity conditions for the hyperbolic GARCH model (Q736540) (← links)
- A note on the properties of power-transformed returns in long-memory stochastic volatility models with leverage effect (Q961822) (← links)
- Covariance stationary GARCH-family models with long memory property (Q1031773) (← links)
- Identification of long memory in GARCH models (Q1766999) (← links)
- Limit theory for the sample autocorrelations and extremes of a GARCH \((1,1)\) process. (Q1848834) (← links)
- The impulse response function of the long memory GARCH process (Q1928718) (← links)
- The long memory HEAVY process: modeling and forecasting financial volatility (Q2070693) (← links)
- Modelling long memory and structural breaks in conditional variances: an adaptive FIGARCH approach (Q2270553) (← links)
- On the Transmission of Memory in Garch‐in‐Mean Models (Q3192402) (← links)
- Properties of the Autocorrelation Function of Squared Observations for Second-order Garch Processes Under Two Sets of Parameter Constraints (Q4258763) (← links)
- Analysis of the correlation structure of square time series (Q4677028) (← links)
- To infinity and beyond: Efficient computation of ARCH(<i>∞</i>) models (Q4997702) (← links)
- A multivariate volatility vine copula model (Q5034252) (← links)
- Stability conditions for heteroscedastic factor models with conditionally autoregressive betas (Q5495694) (← links)
