Non-negativity conditions for the hyperbolic GARCH model (Q736540): Difference between revisions

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Latest revision as of 08:41, 12 July 2024

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Non-negativity conditions for the hyperbolic GARCH model
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    Non-negativity conditions for the hyperbolic GARCH model (English)
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    4 August 2016
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    inequality constraints
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    fractional integration
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    long memory GARCH processes
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