Non-negativity conditions for the hyperbolic GARCH model (Q736540)
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scientific article; zbMATH DE number 6609163
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Non-negativity conditions for the hyperbolic GARCH model |
scientific article; zbMATH DE number 6609163 |
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Non-negativity conditions for the hyperbolic GARCH model (English)
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4 August 2016
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inequality constraints
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fractional integration
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long memory GARCH processes
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0.9022312
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0.8936926
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0.8834743
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0.8818413
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0.8785813
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0.8725507
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0.8722435
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