On the Autocorrelation Properties of Long‐Memory GARCH Processes (Q4828181)
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scientific article; zbMATH DE number 2118743
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the Autocorrelation Properties of Long‐Memory GARCH Processes |
scientific article; zbMATH DE number 2118743 |
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On the Autocorrelation Properties of Long‐Memory GARCH Processes (English)
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24 November 2004
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autocorrelation properties
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long-memory GARCH processes
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fractionally integrated GARCH processes
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