The impulse response function of the long memory GARCH process (Q1928718): Difference between revisions

@@ Property / cites work @@
+Long memory processes and fractional integration in econometrics
+Normal rank
@@ Property / cites work @@
+Fractionally integrated generalized autoregressive conditional heteroskedasticity
+Normal rank
@@ Property / cites work @@
+Dual Long Memory in Inflation Dynamics across Countries of the Euro Area and the Link between Inflation Uncertainty and Macroeconomic Performance
+Normal rank
@@ Property / cites work @@
+Q3400722
@@ Property / cites work: Q3400722 / rank @@
+Normal rank
@@ Property / cites work @@
+On the Autocorrelation Properties of Long‐Memory GARCH Processes
+Normal rank
@@ Property / cites work @@
+Microeconomic Models for Long Memory in the Volatility of Financial Time Series
+Normal rank
@@ Property / cites work @@
+Testing for strong serial correlation and dynamic conditional heteroskedasticity in multiple regression
+Normal rank
@@ Property / cites work @@
+STATIONARITY AND MEMORY OF ARCH([infty infinity]) MODELS
+Normal rank