On the estimation and diagnostic checking of the ARFIMA-HYGARCH model (Q1927143): Difference between revisions
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Revision as of 21:58, 19 March 2024
scientific article
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English | On the estimation and diagnostic checking of the ARFIMA-HYGARCH model |
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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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