On the estimation and diagnostic checking of the ARFIMA-HYGARCH model (Q1927143)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the estimation and diagnostic checking of the ARFIMA-HYGARCH model |
scientific article |
Statements
On the estimation and diagnostic checking of the ARFIMA-HYGARCH model (English)
0 references
30 December 2012
0 references
long memory in volatility
0 references
portmanteau test
0 references
