A long memory model with normal mixture GARCH
Yin-Wong Cheung; Sang-Kuck Chung
| Year of publication: |
2011
|
|---|---|
| Authors: | Cheung, Yin-Wong ; Chung, Sang-Kuck |
| Published in: |
Computational economics. - Dordrecht [u.a.] : Springer, ISSN 0927-7099, ZDB-ID 1142021-2. - Vol. 38.2011, 4, p. 517-539
|
| Subject: | ARCH-Modell | ARCH model | Theorie | Theory | Zeitreihenanalyse | Time series analysis | Volatilität | Volatility |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009356868