ARCH(∞) Models and Long Memory Properties (Q3646949)
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scientific article; zbMATH DE number 5640030
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | ARCH(∞) Models and Long Memory Properties |
scientific article; zbMATH DE number 5640030 |
Statements
ARCH(∞) Models and Long Memory Properties (English)
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27 November 2009
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GARCH\((p,q)\)
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ARCH\((\infty)\)
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Volterra representations
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central limit theorem
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0.8886807560920715
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0.8715419173240662
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0.8704705834388733
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0.8673896193504333
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0.8672903180122375
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