A Long Memory Model with Normal Mixture GARCH
| Year of publication: |
2011
|
|---|---|
| Authors: | Cheung, Yin-Wong ; Chung, Sang-Kuck |
| Published in: |
Computational Economics. - Society for Computational Economics - SCE, ISSN 0927-7099. - Vol. 38.2011, 4, p. 517-539
|
| Publisher: |
Society for Computational Economics - SCE |
| Subject: | Long memory | Normal mixture | Inflation rate | Conditional heteroskedasticity |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10009401752