Generalised long-memory GARCH models for intra-daily volatility (Q1020691): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1016/j.csda.2006.11.004 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2078451899 / rank | |||
Normal rank |
Revision as of 02:50, 20 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Generalised long-memory GARCH models for intra-daily volatility |
scientific article |
Statements
Generalised long-memory GARCH models for intra-daily volatility (English)
0 references
2 June 2009
0 references
long-memory
0 references
intra-daily volatility
0 references
G-GARCH
0 references
Gegenbauer processes
0 references