Asymmetric long memory GARCH in exchange return. (Q5941467): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 23:43, 4 March 2024
scientific article; zbMATH DE number 1635660
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymmetric long memory GARCH in exchange return. |
scientific article; zbMATH DE number 1635660 |
Statements
Asymmetric long memory GARCH in exchange return. (English)
0 references
20 August 2001
0 references
Asymmetry
0 references
Long memory
0 references
Fractional integration
0 references
FIFGARCH
0 references
