On the estimation and diagnostic checking of the ARFIMA-HYGARCH model (Q1927143): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
links / mardi / name | links / mardi / name | ||
Revision as of 16:06, 1 February 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | On the estimation and diagnostic checking of the ARFIMA-HYGARCH model |
scientific article |
Statements
On the estimation and diagnostic checking of the ARFIMA-HYGARCH model (English)
0 references
30 December 2012
0 references
long memory in volatility
0 references
portmanteau test
0 references