The stationary seasonal hyperbolic asymmetric power ARCH model (Q2643390): Difference between revisions
From MaRDI portal
Latest revision as of 14:10, 26 June 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | The stationary seasonal hyperbolic asymmetric power ARCH model |
scientific article |
Statements
The stationary seasonal hyperbolic asymmetric power ARCH model (English)
0 references
23 August 2007
0 references
seasonality
0 references
persistence
0 references
asymmetric
0 references
leptokurtosis
0 references
long memory
0 references
hyperbolic behavior
0 references
0 references