Modelling long memory and structural breaks in conditional variances: an adaptive FIGARCH approach (Q2270553): Difference between revisions
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Revision as of 01:06, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Modelling long memory and structural breaks in conditional variances: an adaptive FIGARCH approach |
scientific article |
Statements
Modelling long memory and structural breaks in conditional variances: an adaptive FIGARCH approach (English)
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28 July 2009
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FIGARCH
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long memory
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structural change
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stock market volatility
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