Identification of long memory in GARCH models (Q1766999): Difference between revisions
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Latest revision as of 21:58, 17 August 2024
scientific article
Language | Label | Description | Also known as |
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English | Identification of long memory in GARCH models |
scientific article |
Statements
Identification of long memory in GARCH models (English)
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3 March 2005
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FIGARCH
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long memory
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identification
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