Asymptotic theory for fractionally integrated asymmetric power ARCH models (Q452996)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic theory for fractionally integrated asymmetric power ARCH models |
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Asymptotic theory for fractionally integrated asymmetric power ARCH models (English)
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18 September 2012
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long memory
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GARCH
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quasi-maximum likelihood
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time series
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