Modeling volatility persistence of speculative returns: a new approach (Q1922363): Difference between revisions

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+Fractionally integrated generalized autoregressive conditional heteroskedasticity
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+Generalized autoregressive conditional heteroscedasticity
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+Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
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+Modelling the persistence of conditional variances
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+Long memory relationships and the aggregation of dynamic models
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+Varieties of long memory models
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+AN INTRODUCTION TO LONG-MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING
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