On Asymptotic Theory for ARCH (∞) Models (Q4596427)
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scientific article; zbMATH DE number 6814675
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|---|---|---|---|
| default for all languages | No label defined |
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| English | On Asymptotic Theory for ARCH (∞) Models |
scientific article; zbMATH DE number 6814675 |
Statements
On Asymptotic Theory for ARCH (∞) Models (English)
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1 December 2017
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volatility
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long memory
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fractional integration
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quasi-maximum likelihood
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0.92533946
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0.91804606
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0.90235406
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0.89670295
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0.89555246
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0.8942478
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