Long memory and regime switching
Year of publication: |
2000
|
---|---|
Authors: | Diebold, Francis X. ; Inoue, Atsushi |
Publisher: |
Cambridge, MA |
Subject: | regime switching model | Schätztheorie | Estimation theory | Strukturbruch | Structural break | Theorie | Theory |
-
Long memory and regime switching
Diebold, Francis X., (2001)
-
Hamilton, James D., (2002)
-
Occasional structural breaks and long memory
Granger, C. W. J., (1999)
- More ...
-
Koehler, Anne, (1996)
-
Converting 1-Day Volatility to h-Day Volatitlity: Scaling by Root-h is Worse Than You Think
Diebold, Francis X., (1997)
-
Long memory and regime switching
Diebold, Francis X., (2001)
- More ...