FIEGARCH, modulus asymmetric FILog-GARCH and trend-stationary dual long memory time series

Yuanhua Feng, Thomas Gries and Sebastian Letmathe

Year of publication:	May 2023
Authors:	Feng, Yuanhua ; Gries, Thomas ; Letmathe, Sebastian
Publisher:	[Paderborn] : Universität Paderborn, Center for international Economics
Subject:	Modulus asymmetric FILog-GARCH \| FIEGARCH \| dual long memory \| trend-stationary dual long memory \| implementation in R \| Zeitreihenanalyse \| Time series analysis \| ARMA-Modell \| ARMA model \| Theorie \| Theory

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