Pages that link to "Item:Q5276173"
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The following pages link to A generalized nonlinear model for long memory conditional heteroscedasticity (Q5276173):
Displaying 3 items.
- Modelling long memory and structural breaks in conditional variances: an adaptive FIGARCH approach (Q2270553) (← links)
- QMLE for Quadratic ARCH Model with Long Memory (Q5283410) (← links)
- Comparing the performances of symmetric and asymmetric generalized autoregressive conditionally heteroscedasticity models based on long-memory models under different distributions (Q6172132) (← links)