HARModel

CRANHARModelMaRDI QIDQ143649FDOQ143649

Heterogeneous Autoregressive Models

Emil Sjoerup

Last update: 31 August 2019

Copyright license: GNU General Public License, version 3.0

Software version identifier: 0.1, 0.2, 1.0

Cites work

• A Simple Approximate Long-Memory Model of Realized Volatility

This page was built for software: HARModel