Fractionally integrated time varying GARCH model (Q257572)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Fractionally integrated time varying GARCH model |
scientific article |
Statements
Fractionally integrated time varying GARCH model (English)
0 references
17 March 2016
0 references
modeling volatility
0 references
long memory
0 references
structural changes
0 references
model specification
0 references
0 references
0 references
0 references
0 references
0 references
