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Publications by Adam McCloskey
Estimation of the Long-Memory Stochastic Volatility Model Parameters That Is Robust to Level Shifts and Deterministic Trends
Journal of Time Series Analysis
Uncertainty
Applied Mathematics
Statistics
Probability
Inference After Estimation of Breaks
Related publications
Modelling the Volatility of Commodities Prices Using a Stochastic Volatility Model With Random Level Shifts
Review of World Economics
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An Empirical Note About Estimation and Forecasting Latin American Forex Returns Volatility: The Role of Long Memory and Random Level Shifts Components
Portuguese Economic Journal
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Long Memory and Level Shifts: Re-Analyzing Inflation Rates
Empirical Economics
Statistics
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Exact Maximum Likelihood and Bayesian Estimation of the Stochastic Volatility Model
Brazilian Review of Econometrics
Uncertain Parameters, an Empirical Stochastic Volatility Model and Confidence Limits
International Journal of Theoretical and Applied Finance
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Estimation of a Structural Stochastic Volatility Model of Asset Pricing
Computational Economics
Computer Science Applications
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Approaches Toward the Bayesian Estimation of the Stochastic Volatility Model With Leverage
Springer Proceedings in Mathematics and Statistics
Mathematics
Long Memory in Stock Market Volatility and the Volatility-In-Mean Effect: The FIEGARCH-M Model
SSRN Electronic Journal
Range-Based Estimation of Stochastic Volatility Models
Journal of Finance
Accounting
Economics
Econometrics
Finance
