On the Autocorrelation Properties of Long‐Memory GARCH Processes (Q4828181)
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scientific article; zbMATH DE number 2118743
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| 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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0.8172491192817688
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0.8130366206169128
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0.8126112818717957
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0.8123413920402527
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