On the origin of high persistence in GARCH-models (Q429135)
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 origin of high persistence in GARCH-models |
scientific article; zbMATH DE number 6049839
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the origin of high persistence in GARCH-models |
scientific article; zbMATH DE number 6049839 |
Statements
On the origin of high persistence in GARCH-models (English)
0 references
26 June 2012
0 references
minimum distance estimates
0 references
structural change
0 references
long memory
0 references
GARCH
0 references
0 references
