Theoretical results on fractionally integrated exponential generalized autoregressive conditional heteroskedastic processes (Q1782687)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Theoretical results on fractionally integrated exponential generalized autoregressive conditional heteroskedastic processes |
scientific article |
Statements
Theoretical results on fractionally integrated exponential generalized autoregressive conditional heteroskedastic processes (English)
0 references
20 September 2018
0 references
long-range dependence
0 references
volatility
0 references
stationarity
0 references
ergodicity
0 references
FIEGARCH processes
0 references
0 references
0 references