Identification of long memory in GARCH models (Q1766999)

From MaRDI portal
Revision as of 05:37, 5 March 2024 by Import240304020342 (talk | contribs) (Set profile property.)
scientific article
Language Label Description Also known as
English
Identification of long memory in GARCH models
scientific article

    Statements

    title
    Identification of long memory in GARCH models (English)
    0 references
    publication date
    3 March 2005
    0 references
    zbMATH Keywords
    FIGARCH
    0 references
    long memory
    0 references
    identification
    0 references

    Identifiers

    zbMATH DE Number
    2140477
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q1766999&oldid=26474688"
    Powered by MediaWiki