Asymmetric long memory GARCH: a reply to Hwang's model
| Year of publication: |
2003
|
|---|---|
| Authors: | Ruiz, Esther ; Perez, Ana |
| Published in: |
Economics Letters. - Elsevier, ISSN 0165-1765. - Vol. 78.2003, 3, p. 415-422
|
| Publisher: |
Elsevier |