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Seasonal FIEGARCH processes - MaRDI portal

Seasonal FIEGARCH processes (Q1615155)

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scientific article
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English
Seasonal FIEGARCH processes
scientific article

    Statements

    title
    Seasonal FIEGARCH processes (English)
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    publication date
    2 November 2018
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    zbMATH Keywords
    long-range dependence
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    volatility
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    periodicity
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    FIEGARCH process
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    Identifiers

    Mathematics Subject Classification ID
    62-08
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    62M10
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    62P05
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    zbMATH DE Number
    6970909
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    OpenAlex ID
    W2093110441
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    arXiv ID
    1904.10114
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