Pages that link to "Item:Q5452773"
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The following pages link to Volatility Components and Long Memory-Effects Revisited (Q5452773):
Displaying 5 items.
- Asymmetric multivariate normal mixture GARCH (Q961408) (← links)
- The effect of long memory in volatility on location estimation (Q987070) (← links)
- A GMM procedure for combining volatility forecasts (Q1023635) (← links)
- Long-Memory and Level Shifts in the Volatility of Stock Market Return Indices (Q3160947) (← links)
- TESTING FOR LONG MEMORY IN VOLATILITY (Q4807333) (← links)