On the estimation and diagnostic checking of the ARFIMA-HYGARCH model (Q1927143)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: On the estimation and diagnostic checking of the ARFIMA-HYGARCH model |
scientific article; zbMATH DE number 6119775
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the estimation and diagnostic checking of the ARFIMA-HYGARCH model |
scientific article; zbMATH DE number 6119775 |
Statements
On the estimation and diagnostic checking of the ARFIMA-HYGARCH model (English)
0 references
30 December 2012
0 references
long memory in volatility
0 references
portmanteau test
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.8553745
0 references
0.8540866
0 references
0.8524982
0 references
0 references
0.8490244
0 references
0.8467247
0 references
