Generalised long-memory GARCH models for intra-daily volatility (Q1020691)
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scientific article; zbMATH DE number 5560080
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Generalised long-memory GARCH models for intra-daily volatility |
scientific article; zbMATH DE number 5560080 |
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Generalised long-memory GARCH models for intra-daily volatility (English)
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2 June 2009
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long-memory
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intra-daily volatility
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G-GARCH
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Gegenbauer processes
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