A long memory model with normal mixture GARCH (Q656952)
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scientific article; zbMATH DE number 5997610
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | A long memory model with normal mixture GARCH |
scientific article; zbMATH DE number 5997610 |
Statements
A long memory model with normal mixture GARCH (English)
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13 January 2012
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long memory
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normal mixture
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inflation rate
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conditional heteroskedasticity
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0.8441917300224304
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0.8180263042449951
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0.7775249481201172
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0.7765143513679504
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