Comparing the performances of symmetric and asymmetric generalized autoregressive conditionally heteroscedasticity models based on long-memory models under different distributions (Q6172132)
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scientific article; zbMATH DE number 7714124
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Comparing the performances of symmetric and asymmetric generalized autoregressive conditionally heteroscedasticity models based on long-memory models under different distributions |
scientific article; zbMATH DE number 7714124 |
Statements
Comparing the performances of symmetric and asymmetric generalized autoregressive conditionally heteroscedasticity models based on long-memory models under different distributions (English)
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18 July 2023
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asymmetric effect
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autoregressive fractionally integrated moving average
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generalized autoregressive conditionally heteroscedasticity
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hybrid model
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modeling and forecasting
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symmetric effect
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0.8759275
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0.8612784
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0.85127056
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0.8479215
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0.8413551
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0.8406873
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0.83642536
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