Pages that link to "Item:Q5430495"
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The following pages link to ON <i>M</i>‐Estimation Under Long‐Range Dependence in Volatility (Q5430495):
Displaying 5 items.
- Statistical estimation for CAPM with long-memory dependence (Q764801) (← links)
- Estimation of \(\alpha, \beta\) and portfolio weights in a pure-jump model with long memory in volatility (Q2145810) (← links)
- \(L_1\)-estimation for the location parameters in stochastic volatility models (Q2261904) (← links)
- An \(M\)-estimator for the long-memory parameter (Q2407067) (← links)
- On a class of <i>M</i>-estimators for Gaussian long-memory models (Q4323541) (← links)