Identification of long memory in GARCH models (Q1766999)
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scientific article; zbMATH DE number 2140477
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Identification of long memory in GARCH models |
scientific article; zbMATH DE number 2140477 |
Statements
Identification of long memory in GARCH models (English)
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3 March 2005
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FIGARCH
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long memory
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identification
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0.91296905
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0.89729637
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0.8952813
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0.88919127
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0.8890725
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0.8884886
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0.8858548
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