The following pages link to Periodic Long-Memory GARCH Models (Q3615077):
Displaying 11 items.
- Misspecification tests for periodic long memory GARCH models (Q257484) (← links)
- GARCH with omitted persistent covariate (Q485597) (← links)
- Generalised long-memory GARCH models for intra-daily volatility (Q1020691) (← links)
- Covariance stationary GARCH-family models with long memory property (Q1031773) (← links)
- Seasonal FIEGARCH processes (Q1615155) (← links)
- Identification of long memory in GARCH models (Q1766999) (← links)
- The impulse response function of the long memory GARCH process (Q1928718) (← links)
- Long memory with Markov-switching GARCH (Q1934779) (← links)
- Precious metals under the microscope: a high-frequency analysis (Q4683093) (← links)
- Geometric Ergodicity and Moment Conditions for a Seasonal GARCH Model with Periodic Coefficients (Q5190582) (← links)
- Asymmetric long memory GARCH in exchange return. (Q5941467) (← links)
