Modelling long memory and structural breaks in conditional variances: an adaptive FIGARCH approach (Q2270553): 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 07:31, 5 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)
0 references
28 July 2009
0 references
FIGARCH
0 references
long memory
0 references
structural change
0 references
stock market volatility
0 references
