ON MIXTURE MEMORY GARCH MODELS
From MaRDI portal
Publication:5408110
DOI10.1111/jtsa.12037zbMath1306.62201MaRDI QIDQ5408110
Wai Keung Li, Guodong Li, Muyi Li
Publication date: 8 April 2014
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/jtsa.12037
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62P05: Applications of statistics to actuarial sciences and financial mathematics
91B84: Economic time series analysis
91B70: Stochastic models in economics
Related Items
Ian McLeod’s Contribution to Time Series Analysis—A Tribute, A new hyperbolic GARCH model, Stationarity and functional central limit theorem for ARCH(\(\infty\)) models
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