FloGARCH: Realizing Long Memory and Asymmetries in Returns Valitility
| Year of publication: |
2015-04
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|---|---|
| Authors: | Vander Elst, Harry-Paul |
| Institutions: | European Centre for Advanced Research in Economics and Statistics (ECARES), Solvay Brussels School of Economics and Management |
| Extent: | application/pdf |
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| Series: | |
| Type of publication: | Book / Working Paper |
| Notes: | Published by: The text is part of a series ECARES Working Papers Number ECARES 2015-12 36 pages long |
| Classification: | C22 - Time-Series Models ; C53 - Forecasting and Other Model Applications |
| Source: |
Persistent link: https://www.econbiz.de/10011234997