A long memory model with normal mixture GARCH (Q656952): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Normalize DOI. |
||
| (One intermediate revision by one other user not shown) | |||
| Property / DOI | |||
| Property / DOI: 10.1007/s10614-011-9274-y / rank | |||
| Property / DOI | |||
| Property / DOI: 10.1007/S10614-011-9274-Y / rank | |||
Normal rank | |||
Latest revision as of 00:03, 10 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A long memory model with normal mixture GARCH |
scientific article |
Statements
A long memory model with normal mixture GARCH (English)
0 references
13 January 2012
0 references
long memory
0 references
normal mixture
0 references
inflation rate
0 references
conditional heteroskedasticity
0 references
0 references
0 references
