Adaptive hyperbolic asymmetric power ARCH (A-HY-APARCH) model: stability and estimation (Q2219432)
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scientific article; zbMATH DE number 7298612
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| English | Adaptive hyperbolic asymmetric power ARCH (A-HY-APARCH) model: stability and estimation |
scientific article; zbMATH DE number 7298612 |
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Adaptive hyperbolic asymmetric power ARCH (A-HY-APARCH) model: stability and estimation (English)
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20 January 2021
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long range dependence
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structural changes
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HYAPARCH
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0.8343015909194946
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0.8231417536735535
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0.7904502749443054
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0.7861682176589966
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0.7764030694961548
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