Can GARCH Models Capture Long-Range Dependence? (Q3368398)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Can GARCH Models Capture Long-Range Dependence? |
scientific article |
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Can GARCH Models Capture Long-Range Dependence? (English)
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27 January 2006
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component GARCH
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FIGARCH
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fractional integration
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long-memory
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