Deprecated: $wgMWOAuthSharedUserIDs=false is deprecated, set $wgMWOAuthSharedUserIDs=true, $wgMWOAuthSharedUserSource='local' instead [Called from MediaWiki\HookContainer\HookContainer::run in /var/www/html/w/includes/HookContainer/HookContainer.php at line 135] in /var/www/html/w/includes/Debug/MWDebug.php on line 372
Adaptive realized hyperbolic GARCH process: stability and estimation - MaRDI portal

Adaptive realized hyperbolic GARCH process: stability and estimation (Q2138236)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Adaptive realized hyperbolic GARCH process: stability and estimation
scientific article

    Statements

    title
    Adaptive realized hyperbolic GARCH process: stability and estimation (English)
    0 references
    author
    Elhadji Sall
    0 references
    El Hadji Dème
    0 references
    Abdou Kâ Diongue
    0 references
    publication date
    11 May 2022
    0 references
    zbMATH Keywords
    realized HYGARCH model
    0 references
    high-frequency data
    0 references
    long memory
    0 references
    realized measures
    0 references
    structural changes
    0 references

    Identifiers

    zbMATH DE Number
    7525324
    0 references
    Wikidata QID
    Q115508119
    0 references
    arXiv ID
    2104.14714
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q2138236&oldid=38901911"
    Powered by MediaWiki