Periodic Long-Memory GARCH Models (Q3615077)
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scientific article; zbMATH DE number 5529880
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Periodic Long-Memory GARCH Models |
scientific article; zbMATH DE number 5529880 |
Statements
Periodic Long-Memory GARCH Models (English)
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17 March 2009
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GARCH models
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intra-day volatility
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long-memory
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periodicity
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stock index markets
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TIM stock returns
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0.9177645
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0.91755694
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0.9072404
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0.90528315
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0.90417755
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0.90280837
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0.89220417
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0.8897653
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0.88956714
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