Pages that link to "Item:Q1031773"
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The following pages link to Covariance stationary GARCH-family models with long memory property (Q1031773):
Displaying 5 items.
- GARCH with omitted persistent covariate (Q485597) (← links)
- Identification of long memory in GARCH models (Q1766999) (← links)
- Long memory with Markov-switching GARCH (Q1934779) (← links)
- Periodic Long-Memory GARCH Models (Q3615077) (← links)
- Geometric Ergodicity and Moment Conditions for a Seasonal GARCH Model with Periodic Coefficients (Q5190582) (← links)