A new hyperbolic GARCH model (Q888335)
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scientific article; zbMATH DE number 6502488
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A new hyperbolic GARCH model |
scientific article; zbMATH DE number 6502488 |
Statements
A new hyperbolic GARCH model (English)
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30 October 2015
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ARCH(\(\infty\))
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hyperbolic GARCH
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long-range dependence
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QMLE
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0.8268659710884094
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0.8197382092475891
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0.8161707520484924
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0.8159708976745605
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0.8111521601676941
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