On the Autocorrelation Properties of Long‐Memory GARCH Processes (Q4828181): Difference between revisions

@@ Property / DOI @@
-.1046/j.0143-9782.2003.00349.x
@@ Property / DOI: 10.1046/j.0143-9782.2003.00349.x / rank @@
-Normal rank
@@ Property / author @@
-Menelaos Karanasos
@@ Property / author: Menelaos Karanasos / rank @@
-Normal rank
@@ Property / author @@
-Zacharias Psaradakis
@@ Property / author: Zacharias Psaradakis / rank @@
-Normal rank
@@ Property / author @@
+Menelaos Karanasos
@@ Property / author: Menelaos Karanasos / rank @@
+Normal rank
@@ Property / author @@
+Zacharias Psaradakis
@@ Property / author: Zacharias Psaradakis / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+Publication
@@ Property / MaRDI profile type: Publication / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W3121666900
@@ Property / OpenAlex ID: W3121666900 / rank @@
+Normal rank
@@ Property / cites work @@
+Fractionally integrated generalized autoregressive conditional heteroskedasticity
+Normal rank
@@ Property / cites work @@
+Generalized autoregressive conditional heteroscedasticity
+Normal rank
@@ Property / cites work @@
+Modeling and pricing long memory in stock market volatility
+Normal rank
@@ Property / cites work @@
+The detection and estimation of long memory in stochastic volatility
+Normal rank
@@ Property / cites work @@
+Modeling volatility persistence of speculative returns: a new approach
+Normal rank
@@ Property / cites work @@
+STATIONARY ARCH MODELS: DEPENDENCE STRUCTURE AND CENTRAL  LIMIT THEOREM
+Normal rank
@@ Property / cites work @@
+Averaged Periodogram Spectral Estimation with Long-memory Conditional Heteroscedasticity
+Normal rank
@@ Property / cites work @@
+Testing for strong serial correlation and dynamic conditional heteroskedasticity in multiple regression
+Normal rank
@@ Property / cites work @@
+LONG AND SHORT MEMORY CONDITIONAL HETEROSKEDASTICITY IN  ESTIMATING THE MEMORY PARAMETER OF LEVELS
+Normal rank
@@ Property / DOI @@
+.1046/J.0143-9782.2003.00349.X
@@ Property / DOI: 10.1046/J.0143-9782.2003.00349.X / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:4828181