A new hyperbolic GARCH model
type: Item
instance of: scholarly article
title: A new hyperbolic GARCH model
zbMATH Open document ID: 1337.62273
author: Muyi Li
author: Guodong Li
author: Wai Keung Li
published in: Journal of Econometrics
publication date: 2015-10-30T00:00:00Z
full work available at URL: http://hdl.handle.net/10722/222954
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62F12
Mathematics Subject Classification ID: 62P20
Mathematics Subject Classification ID: 91B84
zbMATH DE Number: 6502488
zbMATH Keywords: ARCH(\(\infty\))
zbMATH Keywords: hyperbolic GARCH
zbMATH Keywords: long-range dependence
zbMATH Keywords: QMLE
MaRDI profile type: Publication
OpenAlex ID: W1964520346
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DOI: 10.1016/J.JECONOM.2015.03.034
description: scientific article; zbMATH DE number 6502488