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Search: subject:"ARFIMA-FIGARCH models"
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ARFIMA-FIGARCH models
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ARFIMA-GARCH and ARFIMA-FIGARCH Models
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Carbon index
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Central Bank Interventions
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Climate protection
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ICSS algorithm
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Chen, Jo-hui
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Do Thi Van Trang
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Tunay, K. Batu
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International Journal of Energy Economics and Policy : IJEEP
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Journal of BRSA Banking and Financial Markets
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Applications of long-memory and structure breaks for carbon indexes
Do Thi Van Trang
;
Chen, Jo-hui
- In:
International Journal of Energy Economics and Policy : IJEEP
13
(
2023
)
3
,
pp. 579-585
Persistent link: https://www.econbiz.de/10014368332
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2
The Effects of Turkish Central Bank's Interventions Over Currency Rate Volatility
Tunay, K. Batu
- In:
Journal of BRSA Banking and Financial Markets
2
(
2008
)
2
,
pp. 77-112
methods used are ARFIMA-GARCH and
ARFIMA-FIGARCH
models
. Findings obtained from model verify the presence of long memory …
Persistent link: https://www.econbiz.de/10008464858
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