The impulse response function of the long memory GARCH process
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Publication:1928718
DOI10.1016/j.econlet.2005.07.001zbMath1255.62238MaRDI QIDQ1928718
Menelaos Karanasos, Christian Conrad
Publication date: 3 January 2013
Published in: Economics Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.econlet.2005.07.001
62P20: Applications of statistics to economics
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
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