Misspecification tests for periodic long memory GARCH models
| Year of publication: |
2010
|
|---|---|
| Authors: | Caporin, Massimiliano ; Lisi, Francesco |
| Published in: |
Statistical Methods and Applications. - Springer, ISSN 1618-2510. - Vol. 19.2010, 1, p. 47-62
|
| Publisher: |
Springer |
| Subject: | Long memory | Generalized long memory GARCH models | PLM-GARCH models | Misspecification tests |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10008591007