The following pages link to Periodic Long-Memory GARCH Models (Q3615077):
Displayed 4 items.
- Misspecification tests for periodic long memory GARCH models (Q257484) (← links)
- Seasonal FIEGARCH processes (Q1615155) (← links)
- Precious metals under the microscope: a high-frequency analysis (Q4683093) (← links)
- Geometric Ergodicity and Moment Conditions for a Seasonal GARCH Model with Periodic Coefficients (Q5190582) (← links)