On the estimation and diagnostic checking of the ARFIMA-HYGARCH model (Q1927143): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the estimation and diagnostic checking of the ARFIMA-HYGARCH model |
scientific article |
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On the estimation and diagnostic checking of the ARFIMA-HYGARCH model (English)
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30 December 2012
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long memory in volatility
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portmanteau test
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