Periodic Long-Memory GARCH Models (Q3615077): Difference between revisions
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Revision as of 22:01, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Periodic Long-Memory GARCH Models |
scientific article |
Statements
Periodic Long-Memory GARCH Models (English)
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17 March 2009
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GARCH models
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intra-day volatility
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long-memory
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periodicity
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stock index markets
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TIM stock returns
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