Adaptive realized hyperbolic GARCH process: stability and estimation (Q2138236)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Adaptive realized hyperbolic GARCH process: stability and estimation |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Adaptive realized hyperbolic GARCH process: stability and estimation |
scientific article |
Statements
Adaptive realized hyperbolic GARCH process: stability and estimation (English)
0 references
11 May 2022
0 references
realized HYGARCH model
0 references
high-frequency data
0 references
long memory
0 references
realized measures
0 references
structural changes
0 references
0 references
0 references
0 references
0 references
0.8285154104232788
0 references
0.8231417536735535
0 references
0.7955175042152405
0 references
0.7503176927566528
0 references
0.7499698400497437
0 references
