On the Autocorrelation Properties of Long‐Memory GARCH Processes (Q4828181): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Removed claims |
||
Property / author | |||
Property / author: Menelaos Karanasos / rank | |||
Property / author | |||
Property / author: Zacharias Psaradakis / rank | |||
Revision as of 20:00, 20 February 2024
scientific article; zbMATH DE number 2118743
Language | Label | Description | Also known as |
---|---|---|---|
English | On the Autocorrelation Properties of Long‐Memory GARCH Processes |
scientific article; zbMATH DE number 2118743 |
Statements
On the Autocorrelation Properties of Long‐Memory GARCH Processes (English)
0 references
24 November 2004
0 references
autocorrelation properties
0 references
long-memory GARCH processes
0 references
fractionally integrated GARCH processes
0 references