Theoretical results on fractionally integrated exponential generalized autoregressive conditional heteroskedastic processes
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Publication:1782687
DOI10.1016/j.physa.2014.01.029zbMath1395.60046OpenAlexW1994320772MaRDI QIDQ1782687
Sílvia R. C. Lopes, Taiane Schaedler Prass
Publication date: 20 September 2018
Published in: Physica A (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.physa.2014.01.029
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Fractional processes, including fractional Brownian motion (60G22)
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Cites Work
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