Modelling seasonal fractionally integrated process with volatility and structural change
Lawrence Dhliwayo and Florance Matarise, Charles Chimedza
| Year of publication: |
2024
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| Authors: | Dhliwayo, Lawrence ; Matarise, Florance ; Chimedza, Charles |
| Published in: |
International journal of computational economics and econometrics : IJCEE. - Genève [u.a.] : Inderscience Enterprises, ISSN 1757-1189, ZDB-ID 2545120-0. - Vol. 14.2024, 4, p. 468-485
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| Subject: | fractional integration | seasonality | SSC-GARCH | SSC-SARFIMA | structural change | time series analysis | Zeitreihenanalyse | Time series analysis | Saisonale Schwankungen | Seasonal variations | Theorie | Theory | Strukturwandel | Structural change | Volatilität | Volatility | Saisonkomponente | Seasonal component | Einheitswurzeltest | Unit root test | Stochastischer Prozess | Stochastic process |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1504/IJCEE.2024.142098 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015399331