Misspecification tests for periodic long memory GARCH models (Q257484): Difference between revisions

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+W2060409482
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+Fractionally integrated generalized autoregressive conditional heteroskedasticity
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+Modeling and pricing long memory in stock market volatility
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+Generalised long-memory GARCH models for intra-daily volatility
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+Periodic Long-Memory GARCH Models
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+The detection and estimation of long memory in stochastic volatility
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+Analytic Hessian matrices and the computation of FIGARCH estimates
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+A k-Factor GARMA Long-memory Model
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