Asymmetric long memory GARCH in exchange return. (Q5941467)
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: Asymmetric long memory GARCH in exchange return. |
scientific article; zbMATH DE number 1635660
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymmetric long memory GARCH in exchange return. |
scientific article; zbMATH DE number 1635660 |
Statements
Asymmetric long memory GARCH in exchange return. (English)
0 references
20 August 2001
0 references
Asymmetry
0 references
Long memory
0 references
Fractional integration
0 references
FIFGARCH
0 references
0.8585245
0 references
0.84282285
0 references
0 references
0.83815825
0 references
0.8336093
0 references
0.8274485
0 references
0.8258208
0 references
