4   Artículos

Estimating and Forecasting Generalized Fractional Long Memory Stochastic Volatility Models

Revista: Journal of Risk and Financial Management    Formato: Electrónico

Tabla de contenido: Vol: 10 Num: 4 Par: December Año: 2017

Generalized Fractional Processes with Long Memory and Time Dependent Volatility Revisited

Revista: Econometrics    Formato: Electrónico

Tabla de contenido: Vol: 4 Num: 3 Par: September Año: 2016

Generalized Autoregressive (GAR) Model: A Comparison of Maximum Likelihood and Whittle Estimation Procedures Using a Simulation Study

Revista: COMMUNICATIONS IN STATISTICS. SIMULATION AND COMPUTATION    Formato: Impreso

Tabla de contenido: Vol: 37 Num: 3 Par: 0 Año: 2008