A new hyperbolic GARCH model (Q888335)

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A new hyperbolic GARCH model
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    Statements

    title
    A new hyperbolic GARCH model (English)
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    author
    Muyi Li
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    Guodong Li
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    Wai Keung Li
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    publication date
    30 October 2015
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    zbMATH Keywords
    ARCH(\(\infty\))
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    hyperbolic GARCH
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    long-range dependence
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    QMLE
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    Identifiers

    Mathematics Subject Classification ID
    62M10
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    62F12
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    62P20
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    91B84
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    zbMATH DE Number
    6502488
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    OpenAlex ID
    W1964520346
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