Pages that link to "Item:Q5940734"
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The following pages link to Finite sample properties of a QML estimator of stochastic volatility models with long memory. (Q5940734):
Displaying 11 items.
- Gaussian semiparametric estimation in long memory in stochastic volatility and signal plus noise models (Q269236) (← links)
- Forecasting co-volatilities via factor models with asymmetry and long memory in realized covariance (Q888317) (← links)
- Sample quantile analysis for long-memory stochastic volatility models (Q888329) (← links)
- Semiparametric estimation in perturbed long memory series (Q1010559) (← links)
- Modelling long-memory volatilities with leverage effect: A-LMSV versus FIEGARCH (Q1023615) (← links)
- Semi-parametric smoothing estimators for long-memory processes with added noise (Q1611815) (← links)
- Long memory and asymmetry for matrix-exponential dynamic correlation processes (Q1695662) (← links)
- On the estimation and diagnostic checking of the ARFIMA-HYGARCH model (Q1927143) (← links)
- Realized matrix-exponential stochastic volatility with asymmetry, long memory and higher-moment spillovers (Q2116339) (← links)
- Estimation of the long-memory stochastic volatility model parameters that is robust to level shifts and deterministic trends (Q2852592) (← links)
- Estimation and forecasting of long memory stochastic volatility models (Q6039116) (← links)
