Asymmetric long memory GARCH in exchange return. (Q5941467)
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scientific article; zbMATH DE number 1635660
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymmetric long memory GARCH in exchange return. |
scientific article; zbMATH DE number 1635660 |
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Asymmetric long memory GARCH in exchange return. (English)
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20 August 2001
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Asymmetry
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Long memory
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Fractional integration
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FIFGARCH
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