The impulse response function of the long memory GARCH process (Q1928718)
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scientific article; zbMATH DE number 6121842
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The impulse response function of the long memory GARCH process |
scientific article; zbMATH DE number 6121842 |
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The impulse response function of the long memory GARCH process (English)
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3 January 2013
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cumulative impulse response function
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long memory GARCH process
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0.89330024
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0.8834193
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0.88285744
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0.8737253
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0.8693932
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0.86786616
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0.8651972
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