Covariance stationary GARCH-family models with long memory property
type: Item
instance of: scholarly article
title: Covariance stationary GARCH-family models with long memory property
zbMATH Open document ID: 1196.62115
author: J. Blot
published in: Journal of the Korean Statistical Society
publication date: 2009-10-30T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 60G10
zbMATH DE Number: 5623875
MaRDI profile type: Publication
full work available at URL: j.jkss.2007.07.001
OpenAlex ID: W1978208424
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DOI: 10.1016/J.JKSS.2007.07.001
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description: scientific article; zbMATH DE number 5623875