Pages that link to "Item:Q5247357"
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The following pages link to ECONOMETRIC ANALYSIS OF VOLATILITY COMPONENT MODELS (Q5247357):
Displaying 8 items.
- Econometric analysis of volatile art markets (Q1927095) (← links)
- Statistical decomposition of volatility (Q2400051) (← links)
- A neural network enhanced volatility component model (Q4991057) (← links)
- VOLATILITY ANALYSIS OF REGIME-SWITCHING MODELS (Q5051948) (← links)
- Prioritizing of volatility models: a computational analysis using data envelopment analysis (Q6056289) (← links)
- Locally Stationary Multiplicative Volatility Modeling (Q6149862) (← links)
- Testing for an Omitted Multiplicative Long-Term Component in GARCH Models (Q6626297) (← links)
- Inference on GARCH-MIDAS models without any small-order moment (Q6667299) (← links)