A long memory model with normal mixture GARCH
type: Item
instance of: scholarly article
title: A long memory model with normal mixture GARCH
zbMATH Open document ID: 1247.91206
author: Yin-Wong Cheung
author: Sang-Kuck Chung
published in: Computational Economics
publication date: 2012-01-13T00:00:00Z
Mathematics Subject Classification ID: 91G70
Mathematics Subject Classification ID: 91G60
zbMATH DE Number: 5997610
zbMATH Keywords: long memory
zbMATH Keywords: normal mixture
zbMATH Keywords: inflation rate
zbMATH Keywords: conditional heteroskedasticity
MaRDI profile type: Publication
full work available at URL: s10614-011-9274-y
OpenAlex ID: W1965389645
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DOI: 10.1007/S10614-011-9274-Y
description: scientific article; zbMATH DE number 5997610