The stationary seasonal hyperbolic asymmetric power ARCH model (Q2643390)

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The stationary seasonal hyperbolic asymmetric power ARCH model
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    title
    The stationary seasonal hyperbolic asymmetric power ARCH model (English)
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    author
    Abdou Kâ Diongue
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    Dominique Guégan
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    publication date
    23 August 2007
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    Mathematics Subject Classification ID
    62M10
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    62F10
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    62M09
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    zbMATH DE Number
    5182440
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    zbMATH Keywords
    seasonality
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    persistence
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    asymmetric
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    leptokurtosis
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    long memory
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    hyperbolic behavior
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