The impulse response function of the long memory GARCH process (Q1928718)

From MaRDI portal
Revision as of 02:08, 6 July 2024 by ReferenceBot (talk | contribs) (‎Changed an Item)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
scientific article
Language Label Description Also known as
English
The impulse response function of the long memory GARCH process
scientific article

    Statements

    The impulse response function of the long memory GARCH process (English)
    0 references
    0 references
    0 references
    3 January 2013
    0 references
    0 references
    cumulative impulse response function
    0 references
    long memory GARCH process
    0 references
    0 references