Asymptotic theory for fractionally integrated asymmetric power ARCH models (Q452996)
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scientific article; zbMATH DE number 6083678
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| English | Asymptotic theory for fractionally integrated asymmetric power ARCH models |
scientific article; zbMATH DE number 6083678 |
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Asymptotic theory for fractionally integrated asymmetric power ARCH models (English)
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18 September 2012
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long memory
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GARCH
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quasi-maximum likelihood
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time series
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0.8364948034286499
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0.8342581987380981
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0.8298113942146301
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0.8135994672775269
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0.8117853403091431
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