On the Autocorrelation Properties of Long‐Memory GARCH Processes

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Publication:4828181

DOI10.1046/j.0143-9782.2003.00349.xzbMath1051.62076OpenAlexW3121666900MaRDI QIDQ4828181

Martin Sola, Menelaos Karanasos, Zacharias Psaradakis

Publication date: 24 November 2004

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: https://www.utdt.edu/download.php?fname=_116465882066315900.pdf




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