Asymptotic theory for fractionally integrated asymmetric power ARCH models (Q452996)

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Asymptotic theory for fractionally integrated asymmetric power ARCH models
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    title
    Asymptotic theory for fractionally integrated asymmetric power ARCH models (English)
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    author
    Kazuhiko Shinki
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    Zhengjun Zhang
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    publication date
    18 September 2012
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    zbMATH DE Number
    6083678
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    zbMATH Keywords
    long memory
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    GARCH
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    quasi-maximum likelihood
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    time series
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