GARCH with omitted persistent covariate (Q485597)
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scientific article; zbMATH DE number 6385530
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | GARCH with omitted persistent covariate |
scientific article; zbMATH DE number 6385530 |
Statements
GARCH with omitted persistent covariate (English)
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12 January 2015
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IGARCH
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GARCH-X
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nonlinear nonstationary time series
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fractionally integrated process
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0.87561584
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0.86907005
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0.8656976
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0.85468256
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0.8530597
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0.85217947
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