The impulse response function of the long memory GARCH process (Q1928718): Difference between revisions

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+https://doi.org/10.1016/j.econlet.2005.07.001
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+W2039981721
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+Long memory processes and fractional integration in econometrics
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+Fractionally integrated generalized autoregressive conditional heteroskedasticity
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+Dual Long Memory in Inflation Dynamics across Countries of the Euro Area and the Link between Inflation Uncertainty and Macroeconomic Performance
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+Q3400722
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+On the Autocorrelation Properties of Long‐Memory GARCH Processes
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+Microeconomic Models for Long Memory in the Volatility of Financial Time Series
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+Testing for strong serial correlation and dynamic conditional heteroskedasticity in multiple regression
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+STATIONARITY AND MEMORY OF ARCH([infty infinity]) MODELS
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+Publication:1928718