Neglecting parameter changes in GARCH models (Q265108)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Neglecting parameter changes in GARCH models |
scientific article |
Statements
Neglecting parameter changes in GARCH models (English)
0 references
1 April 2016
0 references
GARCH
0 references
volatility persistence
0 references
spurious estimation
0 references
spurious unit root
0 references
spurious long memory
0 references
0 references
0 references
0 references
