Non-negativity conditions for the hyperbolic GARCH model (Q736540): Difference between revisions
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Revision as of 01:50, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Non-negativity conditions for the hyperbolic GARCH model |
scientific article |
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Non-negativity conditions for the hyperbolic GARCH model (English)
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4 August 2016
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inequality constraints
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fractional integration
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long memory GARCH processes
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