A long memory model with mixed normal GARCH for US inflation data
Year of publication: |
2009
|
---|---|
Authors: | Cheung, Yin-Wong ; Chung, Sang-kuck |
Published in: |
Seoul journal of economics. - Seoul : Univ., ISSN 1225-0279, ZDB-ID 1084412-0. - Vol. 22.2009, 3, p. 289-310
|
Subject: | Inflation | Zeitreihenanalyse | Time series analysis | ARCH-Modell | ARCH model | USA | United States | 1974-2007 |
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