Long memory model : BIST 100 index
M. Kenan Terzioğlu
| Year of publication: |
2019
|
|---|---|
| Authors: | Terzioğlu, M. Kenan |
| Published in: |
Current issues in finance, economy and politics : theoretical and empirical finance and economic researches. - Berlin : Peter Lang, ISBN 978-3-631-80132-1. - 2019, p. 301-309
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| Subject: | long memory | volatility | figarch | fiegarch | Volatilität | Volatility | Zeitreihenanalyse | Time series analysis | ARCH-Modell | ARCH model | ARMA-Modell | ARMA model | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012253158